-77.7%
SNAP vs SBAC
+80.9%
-158.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +2.6% | +6.9% | -4.3% | +0.1% |
| 3M | -9.9% | -8.2% | -1.7% | -7.2% |
| 6M | +1.9% | -1.6% | +3.5% | +0.7% |
| YTD | -32.2% | -0.1% | -32.1% | -33.8% |
| 1Y | -22.8% | -0.5% | -22.4% | -24.6% |
| 3Y | -47.6% | -9.1% | -38.5% | -48.9% |
| 5Y | -92.7% | -43.8% | -48.9% | -91.2% |
| All | -77.7% | +80.9% | -158.6% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling