-90.5%
SNAP vs SAN
+294.0%
-384.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +6.0% | +4.0% | +2.0% | +3.8% |
| 30D | -13.8% | -7.8% | -6.0% | -10.2% |
| 3M | -0.8% | -16.4% | +15.6% | +8.6% |
| 6M | -6.2% | +3.5% | -9.8% | -9.3% |
| YTD | -34.8% | +6.7% | -41.5% | -38.5% |
| 1Y | -38.7% | +14.5% | -53.2% | -44.4% |
| 3Y | -53.5% | +243.5% | -297.0% | -78.1% |
| All | -90.5% | +294.0% | -384.6% | -96.2% |
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