-53.5%
SNAP vs PBR
+69.2%
-122.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +6.0% | -1.0% | +7.1% | +6.1% |
| 30D | -13.8% | -29.3% | +15.5% | -11.6% |
| 3M | -0.8% | +5.5% | -6.3% | -2.4% |
| 6M | -6.2% | -2.9% | -3.3% | -6.9% |
| YTD | -34.8% | +61.5% | -96.3% | -43.8% |
| 1Y | -38.7% | +46.9% | -85.5% | -45.8% |
| 3Y | -53.5% | +66.4% | -119.9% | -61.7% |
| All | -53.5% | +69.2% | -122.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling