-79.7%
SNAP vs P
+812.7%
-892.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.8% |
| 7D | -7.1% | -23.8% | +16.7% | +1.5% |
| 30D | -14.6% | -36.6% | +22.0% | -1.1% |
| 3M | -5.0% | +10.9% | -15.9% | -11.2% |
| 6M | -18.8% | +30.0% | -48.8% | -30.7% |
| YTD | -38.5% | +44.4% | -82.9% | -50.2% |
| 1Y | -38.1% | +3.9% | -42.0% | -44.9% |
| 3Y | -53.8% | +176.6% | -230.4% | -75.6% |
| 5Y | -90.7% | +249.3% | -339.9% | -95.5% |
| All | -79.7% | +812.7% | -892.5% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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