-63.1%
SNAP vs NTR
+98.7%
-161.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.4% | +4.8% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | +0.2% | +17.0% | -16.9% | -5.6% |
| 3M | +2.6% | +22.2% | -19.6% | -5.2% |
| 6M | +12.4% | +5.2% | +7.2% | +8.5% |
| YTD | -31.6% | +29.7% | -61.3% | -39.5% |
| 1Y | -21.7% | +39.4% | -61.1% | -33.0% |
| 3Y | -41.2% | +38.2% | -79.4% | -50.4% |
| 5Y | -92.6% | +47.6% | -140.2% | -94.4% |
| All | -63.1% | +98.7% | -161.8% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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