-77.7%
SNAP vs NWSA
+158.7%
-236.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.9% |
| 7D | +0.7% | -1.9% | +2.6% | +2.0% |
| 30D | +2.6% | +4.6% | -2.0% | -0.3% |
| 3M | -9.9% | +13.2% | -23.1% | -16.9% |
| 6M | +1.9% | +27.0% | -25.1% | -12.5% |
| YTD | -32.2% | +16.8% | -49.1% | -38.7% |
| 1Y | -22.8% | +4.5% | -27.4% | -25.5% |
| 3Y | -47.6% | +46.2% | -93.8% | -57.9% |
| 5Y | -92.7% | +40.9% | -133.6% | -94.1% |
| All | -77.7% | +158.7% | -236.3% | -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