-90.5%
SNAP vs PSLV
+79.9%
-170.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | +6.0% | -6.3% | +12.3% | +7.9% |
| 30D | -13.8% | -12.7% | -1.1% | -10.6% |
| 3M | -0.8% | -24.7% | +24.0% | +6.5% |
| 6M | -6.2% | -44.6% | +38.4% | +8.0% |
| YTD | -34.8% | -33.3% | -1.5% | -30.3% |
| 1Y | -38.7% | -8.6% | -30.1% | -39.6% |
| 3Y | -53.5% | +108.2% | -161.6% | -62.9% |
| All | -90.5% | +79.9% | -170.5% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling