-60.4%
SNAP vs REPL
+36.8%
-97.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | -13.8% | +92.2% | -106.0% | -17.2% |
| 3M | -0.8% | +44.1% | -44.9% | -3.2% |
| 6M | -6.2% | +313.0% | -319.3% | -18.8% |
| YTD | -34.8% | +125.2% | -160.0% | -44.0% |
| 1Y | -38.7% | +143.8% | -182.5% | -47.7% |
| 3Y | -53.5% | +104.2% | -157.6% | -69.4% |
| 5Y | -90.2% | -34.5% | -55.7% | -92.5% |
| All | -60.4% | +36.8% | -97.2% | -75.9% |
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