-62.3%
SNAP vs REPL
+45.5%
-107.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.3% |
| 7D | -10.6% | +12.7% | -23.3% | -11.2% |
| 30D | -19.7% | +73.5% | -93.2% | -22.5% |
| 3M | -6.5% | +70.3% | -76.8% | -9.8% |
| 6M | -17.8% | +472.0% | -489.8% | -30.7% |
| YTD | -38.0% | +139.5% | -177.5% | -46.9% |
| 1Y | -42.5% | +167.3% | -209.7% | -51.2% |
| 3Y | -55.8% | +109.5% | -165.4% | -70.9% |
| 5Y | -90.5% | -29.9% | -60.6% | -92.8% |
| All | -62.3% | +45.5% | -107.8% | -77.1% |
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