-78.7%
SNAP vs NOC
+161.3%
-240.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +2.6% | +4.5% | -2.0% | +2.0% |
| 30D | -19.6% | +14.1% | -33.6% | -21.0% |
| 3M | +0.4% | -4.5% | +4.8% | +0.8% |
| 6M | -5.9% | -0.8% | -5.2% | -6.1% |
| YTD | -35.3% | -2.5% | -32.8% | -35.4% |
| 1Y | -42.6% | -0.1% | -42.5% | -42.8% |
| 3Y | -53.9% | +24.6% | -78.5% | -56.2% |
| 5Y | -90.3% | +65.6% | -155.9% | -91.8% |
| All | -78.7% | +161.3% | -240.0% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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