-77.7%
SNAP vs MTCH
+179.3%
-257.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | +0.7% | +0.7% | +0.1% | +0.3% |
| 30D | +2.6% | +9.7% | -7.1% | -2.0% |
| 3M | -9.9% | +21.1% | -31.0% | -17.9% |
| 6M | +1.9% | +37.5% | -35.6% | -12.6% |
| YTD | -32.2% | +31.9% | -64.1% | -40.8% |
| 1Y | -22.8% | +14.6% | -37.4% | -28.0% |
| 3Y | -47.6% | -6.2% | -41.4% | -48.8% |
| 5Y | -92.7% | -70.6% | -22.1% | -88.0% |
| All | -77.7% | +179.3% | -257.0% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 all: compounded portfolio wealth divided by compounded MTCH 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…
all analysis · Full analysis span regression · 6 months rolling