-90.5%
SNAP vs REPL
-35.0%
-55.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +6.0% | +1.2% | +4.8% | +6.0% |
| 30D | -13.8% | +92.2% | -106.0% | -15.9% |
| 3M | -0.8% | +44.1% | -44.9% | -2.3% |
| 6M | -6.2% | +313.0% | -319.3% | -14.4% |
| YTD | -34.8% | +125.2% | -160.0% | -40.8% |
| 1Y | -38.7% | +143.8% | -182.5% | -44.6% |
| 3Y | -53.5% | +104.2% | -157.6% | -67.5% |
| All | -90.5% | -35.0% | -55.5% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling