-47.7%
SNAP vs M
+117.7%
-165.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.9% |
| 7D | +0.7% | +4.7% | -4.0% | -0.9% |
| 30D | +2.6% | -9.6% | +12.3% | +6.2% |
| 3M | -9.9% | +0.9% | -10.7% | -10.6% |
| 6M | +1.9% | +22.3% | -20.4% | -5.7% |
| YTD | -32.2% | +6.5% | -38.7% | -34.8% |
| 1Y | -22.8% | +38.8% | -61.6% | -33.6% |
| All | -47.7% | +117.7% | -165.4% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling