-90.5%
SNAP vs OSCR
-9.0%
-81.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +3.8% | +1.6% | +2.2% | +3.5% |
| 30D | +9.2% | +10.7% | -1.4% | +7.0% |
| 3M | +6.6% | +13.4% | -6.8% | +3.5% |
| 6M | +16.9% | +144.6% | -127.7% | -3.6% |
| YTD | -29.6% | +128.0% | -157.7% | -41.3% |
| 1Y | -22.1% | +68.7% | -90.7% | -32.5% |
| 3Y | -39.8% | +398.8% | -438.6% | -64.4% |
| 5Y | -92.4% | +87.3% | -179.6% | -95.4% |
| All | -90.5% | -9.0% | -81.6% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling