-79.4%
SNAP vs NSC
+221.1%
-300.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.0% |
| 7D | -7.3% | -5.4% | -2.0% | -4.8% |
| 30D | -18.9% | +2.9% | -21.9% | -19.9% |
| 3M | -5.3% | -2.2% | -3.1% | -4.4% |
| 6M | -16.9% | +5.3% | -22.2% | -19.4% |
| YTD | -37.4% | +14.8% | -52.2% | -42.1% |
| 1Y | -38.5% | +16.6% | -55.1% | -43.5% |
| 3Y | -55.1% | +78.6% | -133.7% | -66.6% |
| 5Y | -90.8% | +27.2% | -118.0% | -92.1% |
| All | -79.4% | +221.1% | -300.4% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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