-77.7%
SNAP vs PBR
+583.5%
-661.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.7% |
| 7D | +0.7% | +8.6% | -7.8% | -0.8% |
| 30D | +2.6% | +12.8% | -10.2% | +0.2% |
| 3M | -9.9% | +14.7% | -24.6% | -12.6% |
| 6M | +1.9% | +25.2% | -23.3% | -3.8% |
| YTD | -32.2% | +77.1% | -109.4% | -40.5% |
| 1Y | -22.8% | +69.6% | -92.4% | -31.8% |
| 3Y | -47.6% | +95.6% | -143.2% | -55.6% |
| 5Y | -92.7% | +501.8% | -594.5% | -95.3% |
| All | -77.7% | +583.5% | -661.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling