-34.0%
SNAP vs Q
+74.5%
-108.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.6% |
| 7D | +2.6% | +11.5% | -8.9% | +0.1% |
| 30D | -19.6% | -0.2% | -19.4% | -19.6% |
| 3M | +0.4% | -13.6% | +14.0% | +3.2% |
| 6M | -5.9% | -27.0% | +21.1% | -0.6% |
| YTD | -35.3% | +50.5% | -85.9% | -44.3% |
| 1Y | -42.6% | +33.8% | -76.3% | -50.6% |
| All | -34.0% | +74.5% | -108.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling