-78.2%
SNAP vs M
+14.9%
-93.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.0% |
| 7D | -9.8% | -3.3% | -6.5% | -9.0% |
| 30D | -18.2% | +8.1% | -26.3% | -19.7% |
| 3M | -3.1% | +2.2% | -5.3% | -3.7% |
| 6M | -7.1% | +35.1% | -42.3% | -13.8% |
| YTD | -33.8% | +15.8% | -49.7% | -36.7% |
| 1Y | -39.0% | +25.8% | -64.9% | -43.0% |
| 3Y | -52.8% | +156.2% | -209.1% | -63.5% |
| 5Y | -90.0% | -2.4% | -87.6% | -91.0% |
| All | -78.2% | +14.9% | -93.1% | -78.8% |
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