-77.8%
SNAP vs NTRS
+168.4%
-246.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +0.6% |
| 30D | +1.9% | +0.1% | +1.7% | +1.7% |
| 3M | -3.9% | +9.8% | -13.7% | -9.1% |
| 6M | +5.2% | +34.7% | -29.4% | -11.2% |
| YTD | -32.7% | +37.4% | -70.1% | -43.8% |
| 1Y | -24.8% | +48.2% | -72.9% | -39.7% |
| 3Y | -42.2% | +163.5% | -205.7% | -66.0% |
| 5Y | -92.7% | +88.2% | -180.9% | -95.0% |
| All | -77.8% | +168.4% | -246.2% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling