-79.6%
SNAP vs MUB
+23.0%
-102.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -10.6% | +0.6% | -11.2% | -11.2% |
| 30D | -19.7% | +3.4% | -23.2% | -22.9% |
| 3M | -6.5% | -0.7% | -5.9% | -5.9% |
| 6M | -17.8% | -1.0% | -16.8% | -16.8% |
| YTD | -38.0% | 0.0% | -38.0% | -37.9% |
| 1Y | -42.5% | +0.4% | -42.8% | -42.5% |
| 3Y | -55.8% | +10.5% | -66.3% | -59.7% |
| 5Y | -90.5% | +3.1% | -93.6% | -91.0% |
| All | -79.6% | +23.0% | -102.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling