-37.3%
SNAP vs Q
+66.4%
-103.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -3.9% |
| 7D | -7.1% | +0.3% | -7.4% | -7.0% |
| 30D | -14.6% | -9.8% | -4.8% | -12.9% |
| 3M | -5.0% | -12.2% | +7.2% | -2.8% |
| 6M | -18.8% | -21.6% | +2.8% | -16.6% |
| YTD | -38.5% | +43.6% | -82.1% | -46.5% |
| 1Y | -38.1% | +25.7% | -63.8% | -46.2% |
| All | -37.3% | +66.4% | -103.7% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling