-90.0%
SNAP vs S
-67.1%
-22.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.1% |
| 7D | -9.8% | +1.2% | -11.0% | -10.1% |
| 30D | -18.2% | -7.3% | -10.9% | -15.7% |
| 3M | -3.1% | +5.9% | -9.0% | -7.8% |
| 6M | -7.1% | +45.6% | -52.8% | -24.7% |
| YTD | -33.8% | +58.5% | -92.4% | -49.0% |
| 1Y | -39.0% | +37.6% | -76.7% | -50.2% |
| 3Y | -52.8% | +51.7% | -104.5% | -67.0% |
| 5Y | -90.0% | -67.5% | -22.5% | -88.0% |
| All | -90.0% | -67.1% | -22.9% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling