-90.0%
SNAP vs PR
+257.5%
-347.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.0% |
| 7D | -9.8% | -0.5% | -9.3% | -9.5% |
| 30D | -18.2% | -4.6% | -13.6% | -17.4% |
| 3M | -3.1% | +4.7% | -7.8% | -5.1% |
| 6M | -7.1% | +12.4% | -19.6% | -11.7% |
| YTD | -33.8% | +62.9% | -96.7% | -45.3% |
| 1Y | -39.0% | +70.6% | -109.6% | -50.5% |
| 3Y | -52.8% | +90.0% | -142.8% | -63.6% |
| 5Y | -90.0% | +255.5% | -345.5% | -93.9% |
| All | -90.0% | +257.5% | -347.5% | -93.9% |
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