-91.0%
SNAP vs NOC
+56.0%
-147.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -7.1% | -5.8% | -1.3% | -7.6% |
| 30D | -14.6% | +10.9% | -25.5% | -13.8% |
| 3M | -5.0% | -7.1% | +2.1% | -5.4% |
| 6M | -18.8% | -5.3% | -13.5% | -19.1% |
| YTD | -38.5% | -6.8% | -31.7% | -38.4% |
| 1Y | -38.1% | -6.7% | -31.4% | -37.9% |
| 3Y | -53.8% | +17.2% | -71.0% | -51.4% |
| All | -91.0% | +56.0% | -147.0% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling