-79.4%
SNAP vs RUN
+73.9%
-153.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | -7.3% | +18.1% | -25.4% | -11.5% |
| 30D | -18.9% | +27.5% | -46.4% | -24.2% |
| 3M | -5.3% | -4.5% | -0.7% | -5.5% |
| 6M | -16.9% | -33.3% | +16.4% | -10.8% |
| YTD | -37.4% | -47.1% | +9.6% | -31.6% |
| 1Y | -38.5% | -43.1% | +4.7% | -34.2% |
| 3Y | -55.1% | -3.0% | -52.1% | -69.0% |
| 5Y | -90.8% | -82.6% | -8.2% | -90.8% |
| All | -79.4% | +73.9% | -153.3% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling