-38.1%
SNAP vs RF
+21.0%
-59.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -7.1% | -0.9% | -6.2% | -6.3% |
| 30D | -14.6% | +6.0% | -20.7% | -17.1% |
| 3M | -5.0% | -8.9% | +3.9% | +0.1% |
| 6M | -18.8% | +2.3% | -21.2% | -19.6% |
| YTD | -38.5% | +7.6% | -46.1% | -42.0% |
| 1Y | -38.1% | +21.2% | -59.2% | -47.0% |
| All | -38.1% | +21.0% | -59.1% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling