-77.7%
SNAP vs P
+838.8%
-916.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.5% |
| 7D | +0.7% | +6.5% | -5.8% | -1.6% |
| 30D | +2.6% | +18.8% | -16.2% | -4.9% |
| 3M | -9.9% | +26.7% | -36.6% | -19.3% |
| 6M | +1.9% | +62.2% | -60.3% | -18.5% |
| YTD | -32.2% | +48.5% | -80.7% | -44.7% |
| 1Y | -22.8% | +26.4% | -49.2% | -35.5% |
| 3Y | -47.6% | +159.4% | -207.0% | -71.0% |
| 5Y | -92.7% | +275.8% | -368.5% | -96.6% |
| All | -77.7% | +838.8% | -916.4% | -90.5% |
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