-77.8%
SNAP vs NOC
+146.8%
-224.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +1.5% | -2.7% | +4.2% | +1.8% |
| 30D | +1.9% | -8.9% | +10.7% | +3.1% |
| 3M | -3.9% | -3.7% | -0.2% | -3.6% |
| 6M | +5.2% | -30.8% | +36.0% | +10.2% |
| YTD | -32.7% | -7.9% | -24.8% | -32.2% |
| 1Y | -24.8% | -9.4% | -15.4% | -24.1% |
| 3Y | -42.2% | +29.0% | -71.1% | -45.9% |
| 5Y | -92.7% | +56.1% | -148.7% | -93.8% |
| All | -77.8% | +146.8% | -224.6% | -84.5% |
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