-78.5%
SNAP vs MKTX
-7.3%
-71.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | -13.8% | +0.9% | -14.7% | -14.1% |
| 3M | -0.8% | +2.6% | -3.3% | -1.7% |
| 6M | -6.2% | +20.4% | -26.7% | -14.8% |
| YTD | -34.8% | -7.1% | -27.8% | -34.3% |
| 1Y | -38.7% | -2.8% | -35.9% | -39.5% |
| 3Y | -53.5% | -21.7% | -31.7% | -52.7% |
| 5Y | -90.2% | -54.5% | -35.7% | -87.3% |
| All | -78.5% | -7.3% | -71.2% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling