-90.4%
SNAP vs PL
+11.6%
-102.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -10.1% | -3.9% | -11.7% |
| 7D | -10.4% | -20.5% | +10.2% | -5.5% |
| 30D | -11.9% | -38.8% | +26.8% | -1.9% |
| 3M | -4.5% | -49.1% | +44.6% | +10.3% |
| 6M | -16.7% | -69.4% | +52.7% | +4.7% |
| YTD | -36.9% | -42.3% | +5.4% | -35.1% |
| 1Y | -30.3% | -14.2% | -16.1% | -37.1% |
| 3Y | -52.5% | +398.7% | -451.2% | -80.7% |
| 5Y | -90.4% | +11.1% | -101.6% | -94.2% |
| All | -90.4% | +11.6% | -102.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling