-79.4%
SNAP vs M
+15.3%
-94.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | -0.1% |
| 7D | -7.3% | +2.5% | -9.9% | -7.8% |
| 30D | -18.9% | +10.1% | -29.0% | -20.7% |
| 3M | -5.3% | -0.9% | -4.3% | -5.2% |
| 6M | -16.9% | +30.2% | -47.1% | -22.2% |
| YTD | -37.4% | +16.3% | -53.7% | -40.2% |
| 1Y | -38.5% | +27.0% | -65.5% | -42.6% |
| 3Y | -55.1% | +154.5% | -209.6% | -65.2% |
| 5Y | -90.8% | -1.1% | -89.7% | -91.7% |
| All | -79.4% | +15.3% | -94.7% | -80.0% |
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