-53.8%
SNAP vs NOC
+16.8%
-70.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -7.1% | -5.8% | -1.3% | -7.7% |
| 30D | -14.6% | +10.9% | -25.5% | -13.6% |
| 3M | -5.0% | -7.1% | +2.1% | -5.5% |
| 6M | -18.8% | -5.3% | -13.5% | -19.2% |
| YTD | -38.5% | -6.8% | -31.7% | -37.8% |
| 1Y | -38.1% | -6.7% | -31.4% | -37.3% |
| 3Y | -53.8% | +17.2% | -71.0% | -47.4% |
| All | -53.8% | +16.8% | -70.6% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling