-90.5%
SNAP vs PSA
+26.3%
-116.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +6.0% | -1.4% | +7.5% | +6.7% |
| 30D | -13.8% | +15.2% | -28.9% | -18.8% |
| 3M | -0.8% | +2.2% | -3.0% | -1.7% |
| 6M | -6.2% | +11.7% | -17.9% | -10.7% |
| YTD | -34.8% | +32.0% | -66.8% | -42.5% |
| 1Y | -38.7% | +26.3% | -65.0% | -44.9% |
| 3Y | -53.5% | +52.4% | -105.8% | -64.1% |
| All | -90.5% | +26.3% | -116.8% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling