-47.7%
SNAP vs SAN
+339.3%
-387.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +0.7% | +1.8% | -1.0% | -0.1% |
| 30D | +2.6% | +2.0% | +0.6% | +1.6% |
| 3M | -9.9% | +19.7% | -29.6% | -18.1% |
| 6M | +1.9% | +30.6% | -28.8% | -11.7% |
| YTD | -32.2% | +28.8% | -61.1% | -41.3% |
| 1Y | -22.8% | +57.8% | -80.6% | -40.0% |
| All | -47.7% | +339.3% | -387.0% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling