-22.8%
SNAP vs S
+10.1%
-33.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | +0.7% | -7.7% | +8.4% | +3.8% |
| 30D | +2.6% | -5.3% | +8.0% | +3.5% |
| 3M | -9.9% | +20.3% | -30.2% | -18.8% |
| 6M | +1.9% | +47.4% | -45.5% | -18.4% |
| YTD | -32.2% | +32.5% | -64.8% | -43.1% |
| 1Y | -22.8% | +9.5% | -32.4% | -27.7% |
| All | -22.8% | +10.1% | -33.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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