-42.2%
SNAP vs MKTX
-24.9%
-17.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | +1.9% | +1.0% | +0.9% | +1.8% |
| 3M | -3.9% | +41.3% | -45.2% | -7.8% |
| 6M | +5.2% | -11.3% | +16.6% | +7.4% |
| YTD | -32.7% | -8.6% | -24.2% | -31.8% |
| 1Y | -24.8% | -11.1% | -13.7% | -23.6% |
| 3Y | -42.2% | -24.5% | -17.7% | -40.9% |
| All | -42.2% | -24.9% | -17.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling