-58.8%
SNAP vs REPL
-6.0%
-52.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.9% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | +2.6% | +27.1% | -24.5% | +1.0% |
| 3M | -9.9% | +52.4% | -62.3% | -14.7% |
| 6M | +1.9% | +107.4% | -105.6% | -12.2% |
| YTD | -32.2% | +54.7% | -87.0% | -40.3% |
| 1Y | -22.8% | +158.9% | -181.7% | -38.1% |
| 3Y | -47.6% | -23.7% | -23.9% | -60.7% |
| 5Y | -92.7% | -54.3% | -38.4% | -94.3% |
| All | -58.8% | -6.0% | -52.8% | -74.2% |
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