-92.8%
SNAP vs SAN
+381.6%
-474.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 6M | +1.9% | +30.6% | -28.8% | -12.5% |
| YTD | -32.2% | +28.8% | -61.1% | -41.8% |
| 1Y | -22.8% | +57.8% | -80.6% | -41.1% |
| 3Y | -47.6% | +338.1% | -385.7% | -78.4% |
| All | -92.8% | +381.6% | -474.4% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling