-91.0%
SNAP vs OSCR
-8.3%
-82.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +1.5% | +10.7% | -9.2% | -0.5% |
| 30D | +1.9% | +18.3% | -16.4% | -1.7% |
| 3M | -3.9% | +20.5% | -24.4% | -7.9% |
| 6M | +5.2% | +138.5% | -133.3% | -12.8% |
| YTD | -32.7% | +129.7% | -162.4% | -44.0% |
| 1Y | -24.8% | +62.8% | -87.6% | -34.4% |
| 3Y | -42.2% | +411.8% | -454.0% | -66.0% |
| 5Y | -92.7% | +99.9% | -192.6% | -95.6% |
| All | -91.0% | -8.3% | -82.6% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling