-53.8%
SNAP vs M
+100.8%
-154.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.0% |
| 7D | -7.1% | -4.3% | -2.8% | -5.4% |
| 30D | -14.6% | +1.3% | -15.9% | -14.8% |
| 3M | -5.0% | -7.4% | +2.4% | -2.5% |
| 6M | -18.8% | +18.3% | -37.2% | -23.7% |
| YTD | -38.5% | +7.6% | -46.1% | -40.9% |
| 1Y | -38.1% | +17.4% | -55.5% | -42.7% |
| 3Y | -53.8% | +108.4% | -162.1% | -64.3% |
| All | -53.8% | +100.8% | -154.6% | -64.3% |
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