-22.8%
SNAP vs PSKY
-26.0%
+3.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +2.6% | +24.0% | -21.3% | -2.9% |
| 3M | -9.9% | +2.2% | -12.1% | -10.6% |
| 6M | +1.9% | -9.0% | +10.8% | +2.1% |
| YTD | -32.2% | -18.1% | -14.1% | -31.7% |
| 1Y | -22.8% | -25.1% | +2.3% | -19.5% |
| All | -22.8% | -26.0% | +3.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling