-77.7%
SNAP vs PSLV
+213.6%
-291.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.7% |
| 7D | +0.7% | -0.6% | +1.4% | +0.9% |
| 30D | +2.6% | +7.3% | -4.6% | +0.7% |
| 3M | -9.9% | -7.4% | -2.5% | -8.5% |
| 6M | +1.9% | -20.3% | +22.1% | +6.5% |
| YTD | -32.2% | -8.2% | -24.0% | -32.9% |
| 1Y | -22.8% | +57.9% | -80.8% | -33.5% |
| 3Y | -47.6% | +162.1% | -209.7% | -60.6% |
| 5Y | -92.7% | +151.2% | -243.9% | -94.6% |
| All | -77.7% | +213.6% | -291.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling