-92.7%
SNAP vs S
-49.1%
-43.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -10.6% | +1.4% | -11.9% | -10.9% |
| 30D | -19.7% | -10.8% | -8.9% | -16.0% |
| 3M | -6.5% | +5.4% | -11.9% | -10.7% |
| 6M | -17.8% | +41.2% | -59.0% | -31.5% |
| YTD | -38.0% | +56.2% | -94.2% | -51.1% |
| 1Y | -42.5% | +36.3% | -78.8% | -52.2% |
| 3Y | -55.8% | +49.4% | -105.3% | -67.9% |
| 5Y | -90.5% | -66.9% | -23.7% | -89.2% |
| All | -92.7% | -49.1% | -43.6% | -91.7% |
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 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