-92.6%
SNAP vs S
-48.9%
-43.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | -1.7% |
| 7D | -7.3% | +1.6% | -8.9% | -7.7% |
| 30D | -18.9% | -10.5% | -8.5% | -15.3% |
| 3M | -5.3% | +9.9% | -15.2% | -11.2% |
| 6M | -16.9% | +41.8% | -58.7% | -30.9% |
| YTD | -37.4% | +56.8% | -94.2% | -50.7% |
| 1Y | -38.5% | +39.0% | -77.5% | -49.4% |
| 3Y | -55.1% | +53.8% | -108.9% | -67.8% |
| 5Y | -90.8% | -68.6% | -22.2% | -89.4% |
| All | -92.6% | -48.9% | -43.7% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling