-92.7%
SNAP vs PSKY
-70.7%
-22.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.7% |
| 30D | +1.9% | +17.5% | -15.6% | -3.4% |
| 3M | -3.9% | +4.4% | -8.3% | -5.4% |
| 6M | +5.2% | -9.0% | +14.3% | +8.1% |
| YTD | -32.7% | -18.6% | -14.1% | -29.2% |
| 1Y | -24.8% | -27.7% | +2.9% | -19.3% |
| 3Y | -42.2% | -16.9% | -25.3% | -46.8% |
| 5Y | -92.7% | -70.3% | -22.4% | -88.6% |
| All | -92.7% | -70.7% | -22.0% | -88.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling