-79.2%
SNAP vs P
+781.5%
-860.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -16.4% | +2.4% | -8.4% |
| 7D | -10.4% | -31.9% | +21.5% | +1.9% |
| 30D | -11.9% | -36.5% | +24.6% | +2.0% |
| 3M | -4.5% | +11.6% | -16.1% | -11.0% |
| 6M | -16.7% | +25.2% | -41.9% | -27.9% |
| YTD | -36.9% | +39.4% | -76.4% | -48.2% |
| 1Y | -30.3% | -3.7% | -26.6% | -36.3% |
| 3Y | -52.5% | +167.3% | -219.8% | -74.6% |
| 5Y | -90.4% | +237.3% | -327.8% | -95.4% |
| All | -79.2% | +781.5% | -860.7% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling