-62.6%
SNAP vs REPL
+35.1%
-97.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.5% | -3.0% |
| 7D | -7.1% | +22.8% | -29.9% | -8.2% |
| 30D | -14.6% | +63.8% | -78.4% | -17.2% |
| 3M | -5.0% | +68.1% | -73.1% | -8.2% |
| 6M | -18.8% | +528.5% | -547.3% | -32.3% |
| YTD | -38.5% | +122.4% | -161.0% | -47.1% |
| 1Y | -38.1% | +154.4% | -192.4% | -47.4% |
| 3Y | -53.8% | +68.0% | -121.8% | -68.7% |
| 5Y | -90.7% | -35.4% | -55.3% | -92.9% |
| All | -62.6% | +35.1% | -97.7% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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