-90.9%
SNAP vs PL
+84.9%
-175.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.8% |
| 7D | +0.7% | -9.3% | +10.0% | +2.9% |
| 30D | +2.6% | -18.9% | +21.6% | +7.2% |
| 3M | -9.9% | -58.4% | +48.5% | +7.5% |
| 6M | +1.9% | -30.3% | +32.2% | +3.0% |
| YTD | -32.2% | -8.1% | -24.1% | -36.9% |
| 1Y | -22.8% | +180.5% | -203.3% | -50.4% |
| 3Y | -47.6% | +444.1% | -491.7% | -77.5% |
| 5Y | -92.7% | +83.0% | -175.7% | -95.9% |
| All | -90.9% | +84.9% | -175.8% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling