-92.9%
SNAP vs MKTX
-61.3%
-31.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -0.7% | +1.0% | -1.7% | -1.1% |
| 3M | -5.0% | +40.8% | -45.8% | -17.6% |
| 6M | +3.5% | -10.9% | +14.4% | +7.6% |
| YTD | -34.2% | -8.6% | -25.6% | -32.5% |
| 1Y | -27.1% | -11.6% | -15.5% | -24.4% |
| 3Y | -43.5% | -24.5% | -18.9% | -42.1% |
| 5Y | -92.9% | -60.7% | -32.2% | -89.9% |
| All | -92.9% | -61.3% | -31.6% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling