-79.4%
SNAP vs PSA
+118.6%
-198.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -7.3% | +1.5% | -8.8% | -7.7% |
| 30D | -18.9% | +16.7% | -35.6% | -23.4% |
| 3M | -5.3% | +4.0% | -9.3% | -6.6% |
| 6M | -16.9% | +10.9% | -27.8% | -20.2% |
| YTD | -37.4% | +34.2% | -71.6% | -44.1% |
| 1Y | -38.5% | +26.6% | -65.1% | -43.9% |
| 3Y | -55.1% | +54.7% | -109.8% | -63.1% |
| 5Y | -90.8% | +30.0% | -120.8% | -92.0% |
| All | -79.4% | +118.6% | -198.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling