-55.1%
SNAP vs REPL
+91.4%
-146.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +1.8% |
| 7D | -7.3% | +14.2% | -21.6% | -7.4% |
| 30D | -18.9% | +65.9% | -84.8% | -19.3% |
| 3M | -5.3% | +84.6% | -89.8% | -5.8% |
| 6M | -16.9% | +446.9% | -463.9% | -19.3% |
| YTD | -37.4% | +129.0% | -166.4% | -39.0% |
| 1Y | -38.5% | +167.9% | -206.4% | -40.3% |
| 3Y | -55.1% | +93.9% | -149.0% | -60.7% |
| All | -55.1% | +91.4% | -146.5% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling