-92.8%
SNAP vs M
+27.3%
-120.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -5.1% |
| 7D | +0.7% | +4.7% | -4.0% | -1.1% |
| 30D | +2.6% | -9.6% | +12.3% | +6.6% |
| 3M | -9.9% | +0.9% | -10.7% | -10.8% |
| 6M | +1.9% | +22.3% | -20.4% | -6.8% |
| YTD | -32.2% | +6.5% | -38.7% | -35.2% |
| 1Y | -22.8% | +38.8% | -61.6% | -34.6% |
| 3Y | -47.6% | +115.9% | -163.5% | -66.3% |
| All | -92.8% | +27.3% | -120.1% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling