-78.2%
SNAP vs P
+904.7%
-982.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +5.3% |
| 7D | -9.8% | -4.7% | -5.1% | -8.2% |
| 30D | -18.2% | -31.4% | +13.2% | -7.8% |
| 3M | -3.1% | -2.6% | -0.5% | -4.7% |
| 6M | -7.1% | +21.9% | -29.1% | -18.1% |
| YTD | -33.8% | +58.9% | -92.8% | -48.1% |
| 1Y | -39.0% | +21.7% | -60.8% | -48.7% |
| 3Y | -52.8% | +193.3% | -246.1% | -75.5% |
| 5Y | -90.0% | +275.1% | -365.1% | -95.3% |
| All | -78.2% | +904.7% | -982.9% | -91.0% |
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