-42.6%
SNAP vs RUN
-57.8%
+15.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.8% | -1.1% |
| 7D | +2.6% | -13.7% | +16.2% | +5.2% |
| 30D | -19.6% | +9.4% | -28.9% | -21.9% |
| 3M | +0.4% | -13.4% | +13.8% | +2.1% |
| 6M | -5.9% | -39.6% | +33.6% | +1.1% |
| YTD | -35.3% | -53.7% | +18.4% | -29.2% |
| 1Y | -42.6% | -56.2% | +13.6% | -37.1% |
| All | -42.6% | -57.8% | +15.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling