-53.5%
SNAP vs RUN
-7.3%
-46.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +6.0% | -13.5% | +19.6% | +8.2% |
| 30D | -13.8% | +18.3% | -32.1% | -16.5% |
| 3M | -0.8% | -12.5% | +11.7% | +0.3% |
| 6M | -6.2% | -40.3% | +34.1% | -0.5% |
| YTD | -34.8% | -53.1% | +18.3% | -29.9% |
| 1Y | -38.7% | -54.3% | +15.6% | -34.0% |
| 3Y | -53.5% | -6.5% | -47.0% | -61.1% |
| All | -53.5% | -7.3% | -46.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling