-77.7%
SNAP vs NSC
+223.3%
-301.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | +0.7% | -5.5% | +6.2% | +3.3% |
| 30D | +2.6% | -3.2% | +5.8% | +4.0% |
| 3M | -9.9% | +7.7% | -17.6% | -13.3% |
| 6M | +1.9% | +4.5% | -2.7% | -1.1% |
| YTD | -32.2% | +15.6% | -47.8% | -37.5% |
| 1Y | -22.8% | +19.8% | -42.7% | -30.0% |
| 3Y | -47.6% | +70.1% | -117.7% | -60.1% |
| 5Y | -92.7% | +46.1% | -138.8% | -94.1% |
| All | -77.7% | +223.3% | -301.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling