-79.6%
SNAP vs NWSA
+127.3%
-206.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.1% |
| 7D | -10.6% | -9.7% | -0.9% | -4.2% |
| 30D | -19.7% | -8.6% | -11.1% | -14.6% |
| 3M | -6.5% | -6.3% | -0.3% | -2.1% |
| 6M | -17.8% | -1.2% | -16.6% | -16.9% |
| YTD | -38.0% | +2.6% | -40.7% | -38.9% |
| 1Y | -42.5% | 0.0% | -42.5% | -42.3% |
| 3Y | -55.8% | +30.1% | -85.9% | -61.6% |
| 5Y | -90.5% | +18.3% | -108.9% | -91.5% |
| All | -79.6% | +127.3% | -206.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling