-77.5%
SNAP vs MKTX
-8.9%
-68.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +0.2% | +0.8% | -0.6% | -0.1% |
| 3M | +2.6% | +41.1% | -38.5% | -12.7% |
| 6M | +12.4% | -9.5% | +22.0% | +14.9% |
| YTD | -31.6% | -8.7% | -22.9% | -30.6% |
| 1Y | -21.7% | -10.0% | -11.7% | -20.4% |
| 3Y | -41.2% | -24.6% | -16.6% | -39.5% |
| 5Y | -92.6% | -60.3% | -32.3% | -89.8% |
| All | -77.5% | -8.9% | -68.5% | -74.5% |
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