-77.8%
SNAP vs NWSA
+153.8%
-231.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +3.2% |
| 30D | +1.9% | +4.6% | -2.7% | -0.9% |
| 3M | -3.9% | +10.2% | -14.1% | -9.8% |
| 6M | +5.2% | +21.6% | -16.4% | -7.1% |
| YTD | -32.7% | +14.6% | -47.4% | -38.4% |
| 1Y | -24.8% | +0.4% | -25.1% | -25.5% |
| 3Y | -42.2% | +45.0% | -87.2% | -53.2% |
| 5Y | -92.7% | +41.3% | -134.0% | -94.0% |
| All | -77.8% | +153.8% | -231.7% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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