-64.8%
SNAP vs NTR
+81.1%
-146.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +6.0% | -0.3% | +6.4% | +6.2% |
| 30D | -13.8% | +2.0% | -15.7% | -14.5% |
| 3M | -0.8% | +6.4% | -7.2% | -3.7% |
| 6M | -6.2% | +1.6% | -7.9% | -7.7% |
| YTD | -34.8% | +18.2% | -53.0% | -40.7% |
| 1Y | -38.7% | +23.9% | -62.6% | -45.4% |
| 3Y | -53.5% | +44.7% | -98.1% | -61.6% |
| 5Y | -90.2% | +21.3% | -111.5% | -92.0% |
| All | -64.8% | +81.1% | -146.0% | -77.1% |
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