-47.7%
SNAP vs PR
+73.2%
-120.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | +2.6% | +18.0% | -15.4% | -2.7% |
| 3M | -9.9% | +16.9% | -26.7% | -15.0% |
| 6M | +1.9% | +28.2% | -26.3% | -8.9% |
| YTD | -32.2% | +69.3% | -101.5% | -46.6% |
| 1Y | -22.8% | +69.5% | -92.4% | -39.7% |
| All | -47.7% | +73.2% | -120.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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