-76.8%
SNAP vs PSLV
+202.7%
-279.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +3.8% | -3.5% | +7.3% | +4.6% |
| 30D | +9.2% | -2.1% | +11.4% | +9.6% |
| 3M | +6.6% | -1.6% | +8.2% | +6.5% |
| 6M | +16.9% | -25.5% | +42.4% | +24.2% |
| YTD | -29.6% | -11.4% | -18.2% | -29.8% |
| 1Y | -22.1% | +48.6% | -70.7% | -32.0% |
| 3Y | -39.8% | +166.9% | -206.7% | -55.0% |
| 5Y | -92.4% | +152.4% | -244.8% | -94.3% |
| All | -76.8% | +202.7% | -279.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling