-92.6%
SNAP vs NYT
+39.3%
-131.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.2% | -0.7% | -2.4% | -2.7% |
| 30D | +0.2% | +4.5% | -4.3% | -2.7% |
| 3M | +2.6% | -8.5% | +11.1% | +8.3% |
| 6M | +12.4% | -15.1% | +27.5% | +23.9% |
| YTD | -31.6% | -3.3% | -28.3% | -31.6% |
| 1Y | -21.7% | +17.0% | -38.7% | -32.0% |
| 3Y | -41.2% | +55.7% | -96.9% | -61.0% |
| 5Y | -92.6% | +38.9% | -131.5% | -95.7% |
| All | -92.6% | +39.3% | -131.9% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling