-78.5%
SNAP vs MTCH
+179.2%
-257.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +6.0% | +6.7% | -0.6% | +2.8% |
| 30D | -13.8% | -1.8% | -12.0% | -13.0% |
| 3M | -0.8% | +12.2% | -13.0% | -6.3% |
| 6M | -6.2% | +16.6% | -22.8% | -13.0% |
| YTD | -34.8% | +31.8% | -66.7% | -43.0% |
| 1Y | -38.7% | +30.8% | -69.5% | -46.2% |
| 3Y | -53.5% | +49.6% | -103.1% | -63.5% |
| 5Y | -90.2% | -70.3% | -19.9% | -83.9% |
| All | -78.5% | +179.2% | -257.7% | -78.0% |
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