-79.2%
SNAP vs RF
+154.7%
-233.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.1% | -11.9% | -13.0% |
| 7D | -10.4% | -1.6% | -8.8% | -9.5% |
| 30D | -11.9% | +5.0% | -17.0% | -13.9% |
| 3M | -4.5% | -10.0% | +5.5% | +0.7% |
| 6M | -16.7% | +3.3% | -20.0% | -18.1% |
| YTD | -36.9% | +7.9% | -44.9% | -39.4% |
| 1Y | -30.3% | +21.2% | -51.5% | -36.8% |
| 3Y | -52.5% | +105.8% | -158.3% | -66.5% |
| 5Y | -90.4% | +43.7% | -134.2% | -92.1% |
| All | -79.2% | +154.7% | -233.9% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling