-90.5%
SNAP vs M
-3.3%
-87.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.1% |
| 7D | +6.0% | +7.0% | -1.0% | +2.9% |
| 30D | -13.8% | +8.9% | -22.7% | -16.8% |
| 3M | -0.8% | +4.5% | -5.3% | -3.0% |
| 6M | -6.2% | +36.2% | -42.4% | -18.6% |
| YTD | -34.8% | +15.1% | -49.9% | -40.0% |
| 1Y | -38.7% | +27.4% | -66.1% | -46.4% |
| 3Y | -53.5% | +160.1% | -213.6% | -73.5% |
| All | -90.5% | -3.3% | -87.2% | -92.5% |
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 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