-53.8%
SNAP vs SBAC
-8.5%
-45.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | +2.6% | -3.4% | +5.9% | +2.9% |
| 30D | -19.6% | +2.6% | -22.2% | -19.7% |
| 3M | +0.4% | +2.6% | -2.2% | +0.1% |
| 6M | -5.9% | -11.5% | +5.6% | -6.5% |
| YTD | -35.3% | -1.6% | -33.7% | -35.4% |
| 1Y | -42.6% | -5.1% | -37.5% | -42.5% |
| All | -53.8% | -8.5% | -45.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling