-91.0%
SNAP vs PSA
+30.3%
-121.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -7.1% | +3.9% | -11.0% | -8.5% |
| 30D | -14.6% | +19.7% | -34.3% | -20.9% |
| 3M | -5.0% | +4.3% | -9.2% | -6.7% |
| 6M | -18.8% | +11.4% | -30.2% | -22.6% |
| YTD | -38.5% | +33.9% | -72.5% | -46.1% |
| 1Y | -38.1% | +28.3% | -66.4% | -44.8% |
| 3Y | -53.8% | +53.5% | -107.3% | -64.4% |
| All | -91.0% | +30.3% | -121.3% | -92.7% |
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