-90.8%
SNAP vs MTB
+67.9%
-158.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.4% |
| 7D | -7.3% | -0.8% | -6.6% | -6.7% |
| 30D | -18.9% | +2.4% | -21.3% | -19.9% |
| 3M | -5.3% | -10.5% | +5.2% | +1.4% |
| 6M | -16.9% | +6.4% | -23.3% | -20.2% |
| YTD | -37.4% | +12.8% | -50.2% | -42.3% |
| 1Y | -38.5% | +23.3% | -61.8% | -46.4% |
| 3Y | -55.1% | +108.2% | -163.3% | -71.8% |
| 5Y | -90.8% | +68.6% | -159.4% | -93.2% |
| All | -90.8% | +67.9% | -158.7% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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