-53.8%
SNAP vs PSA
+50.8%
-104.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -7.1% | +3.9% | -11.0% | -8.0% |
| 30D | -14.6% | +19.7% | -34.3% | -18.8% |
| 3M | -5.0% | +4.3% | -9.2% | -6.2% |
| 6M | -18.8% | +11.4% | -30.2% | -21.2% |
| YTD | -38.5% | +33.9% | -72.5% | -43.2% |
| 1Y | -38.1% | +28.3% | -66.4% | -42.3% |
| 3Y | -53.8% | +53.5% | -107.3% | -63.4% |
| All | -53.8% | +50.8% | -104.5% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling