-79.7%
SNAP vs M
+6.7%
-86.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.5% |
| 7D | -7.1% | -4.3% | -2.8% | -6.0% |
| 30D | -14.6% | +1.3% | -15.9% | -14.8% |
| 3M | -5.0% | -7.4% | +2.4% | -3.3% |
| 6M | -18.8% | +18.3% | -37.2% | -22.2% |
| YTD | -38.5% | +7.6% | -46.1% | -40.1% |
| 1Y | -38.1% | +17.4% | -55.5% | -41.1% |
| 3Y | -53.8% | +108.4% | -162.1% | -62.6% |
| 5Y | -90.7% | -10.6% | -80.1% | -91.4% |
| All | -79.7% | +6.7% | -86.4% | -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