-42.6%
SNAP vs M
+22.4%
-65.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.6% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -19.6% | +7.0% | -26.6% | -20.6% |
| 3M | +0.4% | +3.1% | -2.8% | -0.3% |
| 6M | -5.9% | +33.5% | -39.5% | -10.4% |
| YTD | -35.3% | +13.4% | -48.7% | -38.2% |
| 1Y | -42.6% | +22.4% | -65.0% | -46.5% |
| All | -42.6% | +22.4% | -65.0% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling