-79.4%
SNAP vs RF
+159.4%
-238.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | -7.3% | -0.1% | -7.2% | -7.1% |
| 30D | -18.9% | +7.0% | -26.0% | -21.4% |
| 3M | -5.3% | -7.0% | +1.8% | -1.7% |
| 6M | -16.9% | +6.8% | -23.7% | -19.6% |
| YTD | -37.4% | +9.9% | -47.3% | -40.4% |
| 1Y | -38.5% | +21.1% | -59.6% | -44.2% |
| 3Y | -55.1% | +119.6% | -174.7% | -69.2% |
| 5Y | -90.8% | +46.2% | -137.0% | -92.5% |
| All | -79.4% | +159.4% | -238.8% | -87.6% |
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