-90.4%
SNAP vs PR
+225.6%
-316.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.9% | -9.2% | -12.6% |
| 7D | -10.4% | -16.5% | +6.2% | -5.8% |
| 30D | -11.9% | -4.5% | -7.4% | -11.1% |
| 3M | -4.5% | +8.5% | -13.0% | -7.6% |
| 6M | -16.7% | -3.3% | -13.4% | -17.2% |
| YTD | -36.9% | +55.7% | -92.6% | -47.2% |
| 1Y | -30.3% | +82.0% | -112.3% | -44.8% |
| 3Y | -52.5% | +62.5% | -115.0% | -61.8% |
| 5Y | -90.4% | +223.9% | -314.3% | -94.1% |
| All | -90.4% | +225.6% | -316.0% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling