-42.5%
SNAP vs P
+9.7%
-52.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -10.6% | -13.3% | +2.8% | -8.8% |
| 30D | -19.7% | -34.0% | +14.2% | -15.7% |
| 3M | -6.5% | +4.1% | -10.6% | -7.0% |
| 6M | -17.8% | +30.5% | -48.2% | -21.2% |
| YTD | -38.0% | +52.2% | -90.2% | -42.6% |
| 1Y | -42.5% | +10.3% | -52.7% | -46.3% |
| All | -42.5% | +9.7% | -52.2% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling