-77.7%
SNAP vs SAN
+267.5%
-345.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.1% |
| 30D | +2.6% | +2.0% | +0.6% | +1.8% |
| 3M | -9.9% | +19.7% | -29.6% | -16.6% |
| 6M | +1.9% | +30.6% | -28.8% | -9.0% |
| YTD | -32.2% | +28.8% | -61.1% | -39.4% |
| 1Y | -22.8% | +57.8% | -80.6% | -36.6% |
| 3Y | -47.6% | +338.1% | -385.7% | -71.6% |
| 5Y | -92.7% | +384.2% | -476.9% | -96.3% |
| All | -77.7% | +267.5% | -345.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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