-41.5%
SNAP vs OSCR
+398.9%
-440.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.6% |
| 7D | -3.2% | +1.1% | -4.2% | -3.3% |
| 30D | +0.2% | +16.5% | -16.3% | -2.0% |
| 3M | +2.6% | +17.0% | -14.4% | +0.1% |
| 6M | +12.4% | +145.0% | -132.5% | -1.1% |
| YTD | -31.6% | +126.7% | -158.3% | -39.4% |
| 1Y | -21.7% | +67.2% | -89.0% | -28.9% |
| All | -41.5% | +398.9% | -440.5% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling