-61.6%
SNAP vs REPL
+25.1%
-86.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.2% | -10.8% | -13.8% |
| 7D | -10.4% | +15.1% | -25.5% | -11.1% |
| 30D | -11.9% | +51.1% | -63.0% | -14.2% |
| 3M | -4.5% | +69.2% | -73.7% | -7.8% |
| 6M | -16.7% | +597.6% | -614.3% | -31.3% |
| YTD | -36.9% | +106.0% | -142.9% | -45.5% |
| 1Y | -30.3% | +133.3% | -163.6% | -40.5% |
| 3Y | -52.5% | +41.0% | -93.5% | -67.1% |
| 5Y | -90.4% | -40.1% | -50.3% | -92.6% |
| All | -61.6% | +25.1% | -86.8% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling