-24.8%
SNAP vs SBAC
-0.2%
-24.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +1.9% | +3.2% | -1.4% | +1.7% |
| 3M | -3.9% | -5.1% | +1.2% | -4.9% |
| 6M | +5.2% | -2.1% | +7.3% | +6.6% |
| YTD | -32.7% | -0.5% | -32.2% | -32.1% |
| 1Y | -24.8% | +1.1% | -25.9% | -22.4% |
| All | -24.8% | -0.2% | -24.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling