-90.0%
SNAP vs REPL
-34.5%
-55.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.4% | +13.2% | +7.0% |
| 7D | -9.8% | +5.3% | -15.1% | -10.0% |
| 30D | -18.2% | +66.6% | -84.9% | -19.9% |
| 3M | -3.1% | +59.6% | -62.6% | -5.0% |
| 6M | -7.1% | +482.4% | -489.5% | -17.0% |
| YTD | -33.8% | +124.1% | -157.9% | -39.8% |
| 1Y | -39.0% | +138.6% | -177.6% | -44.8% |
| 3Y | -52.8% | +96.0% | -148.9% | -66.7% |
| 5Y | -90.0% | -35.4% | -54.6% | -91.4% |
| All | -90.0% | -34.5% | -55.5% | -91.4% |
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