-92.0%
SNAP vs NTRS
+93.2%
-185.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.2% |
| 7D | +3.8% | +1.4% | +2.5% | +2.9% |
| 30D | +9.2% | -0.7% | +9.9% | +9.7% |
| 3M | +6.6% | +11.3% | -4.8% | -1.5% |
| 6M | +16.9% | +35.5% | -18.7% | -6.3% |
| YTD | -29.6% | +40.6% | -70.2% | -45.1% |
| 1Y | -22.1% | +49.2% | -71.3% | -41.7% |
| 3Y | -39.8% | +167.2% | -207.1% | -70.7% |
| All | -92.0% | +93.2% | -185.2% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling