-79.4%
SNAP vs SBAC
+81.8%
-161.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -7.3% | +3.0% | -10.3% | -8.2% |
| 30D | -18.9% | +4.3% | -23.2% | -20.2% |
| 3M | -5.3% | +4.1% | -9.4% | -6.7% |
| 6M | -16.9% | -11.6% | -5.3% | -13.4% |
| YTD | -37.4% | +0.4% | -37.8% | -39.1% |
| 1Y | -38.5% | -1.1% | -37.4% | -39.7% |
| 3Y | -55.1% | -7.3% | -47.8% | -56.6% |
| 5Y | -90.8% | -40.8% | -50.0% | -89.1% |
| All | -79.4% | +81.8% | -161.2% | -85.4% |
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