-77.8%
SNAP vs NYT
+406.3%
-484.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | +1.9% | +7.0% | -5.1% | -1.8% |
| 3M | -3.9% | -7.9% | +4.0% | +0.2% |
| 6M | +5.2% | -15.0% | +20.2% | +14.1% |
| YTD | -32.7% | -1.3% | -31.4% | -33.1% |
| 1Y | -24.8% | +16.9% | -41.7% | -32.1% |
| 3Y | -42.2% | +58.9% | -101.1% | -57.0% |
| 5Y | -92.7% | +40.9% | -133.5% | -94.4% |
| All | -77.8% | +406.3% | -484.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling