-77.8%
SNAP vs RUN
+64.6%
-142.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.6% |
| 7D | +1.5% | +10.2% | -8.7% | -0.8% |
| 30D | +1.9% | -9.6% | +11.5% | +4.2% |
| 3M | -3.9% | -31.5% | +27.6% | +4.2% |
| 6M | +5.2% | -18.7% | +23.9% | +8.3% |
| YTD | -32.7% | -49.9% | +17.2% | -24.6% |
| 1Y | -24.8% | -45.5% | +20.7% | -18.7% |
| 3Y | -42.2% | -34.1% | -8.1% | -55.5% |
| 5Y | -92.7% | -79.4% | -13.2% | -92.9% |
| All | -77.8% | +64.6% | -142.5% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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