-77.7%
SNAP vs PSA
+93.3%
-170.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | +0.7% | -3.7% | +4.4% | +2.1% |
| 30D | +2.6% | -7.7% | +10.4% | +5.7% |
| 3M | -9.9% | -0.6% | -9.3% | -9.7% |
| 6M | +1.9% | -0.9% | +2.8% | +1.8% |
| YTD | -32.2% | +18.7% | -50.9% | -36.6% |
| 1Y | -22.8% | +7.6% | -30.5% | -25.5% |
| 3Y | -47.6% | +23.7% | -71.3% | -53.1% |
| 5Y | -92.7% | +13.7% | -106.4% | -93.3% |
| All | -77.7% | +93.3% | -170.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling