-79.6%
SNAP vs SBAC
+82.8%
-162.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -10.6% | +3.6% | -14.2% | -11.6% |
| 30D | -19.7% | +4.9% | -24.6% | -21.2% |
| 3M | -6.5% | +6.5% | -13.0% | -8.8% |
| 6M | -17.8% | -11.1% | -6.6% | -14.4% |
| YTD | -38.0% | +0.9% | -39.0% | -39.8% |
| 1Y | -42.5% | -1.6% | -40.9% | -43.5% |
| 3Y | -55.8% | -7.0% | -48.9% | -57.4% |
| 5Y | -90.5% | -39.2% | -51.3% | -88.9% |
| All | -79.6% | +82.8% | -162.4% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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