-79.2%
SNAP vs PAAS
+164.4%
-243.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.2% | -11.8% | -13.6% |
| 7D | -10.4% | -0.4% | -10.0% | -10.2% |
| 30D | -11.9% | -11.6% | -0.3% | -9.8% |
| 3M | -4.5% | -15.6% | +11.1% | -1.7% |
| 6M | -16.7% | -19.1% | +2.4% | -14.3% |
| YTD | -36.9% | -20.9% | -16.0% | -35.1% |
| 1Y | -30.3% | +21.3% | -51.6% | -33.9% |
| 3Y | -52.5% | +177.4% | -229.9% | -63.4% |
| 5Y | -90.4% | +71.3% | -161.8% | -92.1% |
| All | -79.2% | +164.4% | -243.6% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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