-41.9%
SNAP vs RF
+20.4%
-62.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.5% |
| 7D | -7.3% | -0.1% | -7.2% | -7.1% |
| 30D | -18.9% | +7.0% | -26.0% | -21.8% |
| 3M | -5.3% | -7.0% | +1.8% | -1.6% |
| 6M | -16.9% | +6.8% | -23.7% | -19.7% |
| YTD | -37.4% | +9.9% | -47.3% | -41.5% |
| All | -41.9% | +20.4% | -62.3% | -49.0% |
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