-92.6%
SNAP vs NOC
+55.7%
-148.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -4.3% |
| 7D | +0.7% | -5.2% | +5.9% | +0.2% |
| 30D | +2.6% | -7.2% | +9.8% | +1.9% |
| 3M | -9.9% | -5.1% | -4.8% | -10.3% |
| 6M | +1.9% | -31.1% | +32.9% | -2.5% |
| YTD | -32.2% | -8.6% | -23.6% | -32.3% |
| 1Y | -22.8% | -9.7% | -13.1% | -22.9% |
| 3Y | -47.6% | +24.3% | -71.9% | -44.6% |
| All | -92.6% | +55.7% | -148.3% | -91.4% |
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 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