-76.8%
SNAP vs PSA
+89.7%
-166.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +3.8% | -1.8% | +5.7% | +4.5% |
| 30D | +9.2% | -8.4% | +17.6% | +12.8% |
| 3M | +6.6% | -7.8% | +14.4% | +9.8% |
| 6M | +16.9% | +0.8% | +16.1% | +16.2% |
| YTD | -29.6% | +16.5% | -46.1% | -33.7% |
| 1Y | -22.1% | +4.7% | -26.8% | -24.0% |
| 3Y | -39.8% | +21.1% | -60.9% | -45.7% |
| 5Y | -92.4% | +14.2% | -106.6% | -93.0% |
| All | -76.8% | +89.7% | -166.5% | -82.2% |
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