-22.1%
SNAP vs NYT
+17.8%
-39.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.8% | -0.6% | +4.4% | +4.1% |
| 30D | +9.2% | +4.6% | +4.6% | +7.1% |
| 3M | +6.6% | -9.6% | +16.1% | +11.3% |
| 6M | +16.9% | -14.0% | +30.9% | +24.7% |
| YTD | -29.6% | -2.8% | -26.8% | -27.0% |
| 1Y | -22.1% | +15.6% | -37.7% | -29.0% |
| All | -22.1% | +17.8% | -39.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling