-92.6%
SNAP vs OSCR
+89.4%
-182.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.4% |
| 7D | -3.2% | +1.1% | -4.2% | -3.4% |
| 30D | +0.2% | +16.5% | -16.3% | -3.1% |
| 3M | +2.6% | +17.0% | -14.4% | -1.2% |
| 6M | +12.4% | +145.0% | -132.5% | -7.9% |
| YTD | -31.6% | +126.7% | -158.3% | -43.3% |
| 1Y | -21.7% | +67.2% | -89.0% | -32.5% |
| 3Y | -41.2% | +405.1% | -446.3% | -66.5% |
| 5Y | -92.6% | +86.2% | -178.8% | -95.8% |
| All | -92.6% | +89.4% | -182.0% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling