-92.6%
SNAP vs PSLV
+148.4%
-241.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.3% | +9.3% | +5.3% |
| 7D | -3.2% | -4.9% | +1.7% | -2.1% |
| 30D | +0.2% | -1.9% | +2.1% | +0.4% |
| 3M | +2.6% | +4.2% | -1.6% | +1.1% |
| 6M | +12.4% | -27.6% | +40.0% | +20.0% |
| YTD | -31.6% | -11.7% | -19.9% | -31.9% |
| 1Y | -21.7% | +49.3% | -71.0% | -31.8% |
| 3Y | -41.2% | +167.1% | -208.3% | -56.1% |
| 5Y | -92.6% | +151.7% | -244.3% | -94.7% |
| All | -92.6% | +148.4% | -241.0% | -94.7% |
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 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