-33.5%
SNAP vs Q
+68.3%
-101.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | +6.0% | +1.2% | +4.9% | +5.8% |
| 30D | -13.8% | -2.7% | -11.1% | -13.3% |
| 3M | -0.8% | -16.9% | +16.2% | +2.9% |
| 6M | -6.2% | -26.9% | +20.6% | -1.1% |
| YTD | -34.8% | +45.2% | -80.0% | -43.4% |
| 1Y | -38.7% | +38.1% | -76.8% | -46.8% |
| All | -33.5% | +68.3% | -101.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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