-90.3%
SNAP vs SBAC
-40.9%
-49.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.9% |
| 7D | +2.6% | -2.7% | +5.3% | +3.5% |
| 30D | -19.6% | +3.3% | -22.9% | -20.4% |
| 3M | +0.4% | +3.3% | -2.9% | -0.7% |
| 6M | -5.9% | -10.9% | +5.0% | -3.1% |
| YTD | -35.3% | -1.0% | -34.3% | -36.3% |
| 1Y | -42.6% | -4.5% | -38.1% | -42.7% |
| 3Y | -53.9% | -8.7% | -45.1% | -55.1% |
| 5Y | -90.3% | -40.6% | -49.7% | -87.8% |
| All | -90.3% | -40.9% | -49.4% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling