-78.7%
SNAP vs M
+12.5%
-91.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -19.6% | +7.0% | -26.6% | -20.8% |
| 3M | +0.4% | +3.1% | -2.8% | -0.5% |
| 6M | -5.9% | +33.5% | -39.5% | -12.5% |
| YTD | -35.3% | +13.4% | -48.7% | -37.8% |
| 1Y | -42.6% | +22.4% | -65.0% | -46.0% |
| 3Y | -53.9% | +150.9% | -204.8% | -64.1% |
| 5Y | -90.3% | -3.0% | -87.2% | -91.2% |
| All | -78.7% | +12.5% | -91.1% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling