-77.7%
SNAP vs NOC
+145.0%
-222.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.7% |
| 7D | +0.7% | -5.2% | +5.9% | +1.4% |
| 30D | +2.6% | -7.2% | +9.8% | +3.6% |
| 3M | -9.9% | -5.1% | -4.8% | -9.4% |
| 6M | +1.9% | -31.1% | +32.9% | +6.7% |
| YTD | -32.2% | -8.6% | -23.6% | -31.7% |
| 1Y | -22.8% | -9.7% | -13.1% | -22.1% |
| 3Y | -47.6% | +24.3% | -71.9% | -50.6% |
| 5Y | -92.7% | +52.6% | -145.3% | -93.8% |
| All | -77.7% | +145.0% | -222.7% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling