-77.7%
SNAP vs RF
+172.7%
-250.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +0.7% | +1.3% | -0.6% | +0.1% |
| 30D | +2.6% | -3.6% | +6.2% | +4.5% |
| 3M | -9.9% | +8.1% | -18.0% | -13.4% |
| 6M | +1.9% | +11.5% | -9.6% | -3.4% |
| YTD | -32.2% | +15.6% | -47.8% | -37.2% |
| 1Y | -22.8% | +15.7% | -38.5% | -28.7% |
| 3Y | -47.6% | +86.9% | -134.5% | -61.6% |
| 5Y | -92.7% | +89.8% | -182.5% | -94.6% |
| All | -77.7% | +172.7% | -250.4% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling