-79.2%
SNAP vs M
+11.8%
-91.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.9% | -8.1% | -12.6% |
| 7D | -10.4% | -2.1% | -8.2% | -9.7% |
| 30D | -11.9% | +7.7% | -19.6% | -13.3% |
| 3M | -4.5% | -4.4% | -0.1% | -3.6% |
| 6M | -16.7% | +27.5% | -44.2% | -21.6% |
| YTD | -36.9% | +12.8% | -49.7% | -39.2% |
| 1Y | -30.3% | +20.7% | -51.0% | -34.2% |
| 3Y | -52.5% | +111.3% | -163.8% | -61.7% |
| 5Y | -90.4% | -6.3% | -84.1% | -91.3% |
| All | -79.2% | +11.8% | -91.0% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling