-79.7%
SNAP vs SBAC
+80.9%
-160.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -7.1% | +1.2% | -8.3% | -7.4% |
| 30D | -14.6% | +11.2% | -25.8% | -18.0% |
| 3M | -5.0% | +4.5% | -9.4% | -6.6% |
| 6M | -18.8% | -12.2% | -6.7% | -15.2% |
| YTD | -38.5% | -0.1% | -38.4% | -40.0% |
| 1Y | -38.1% | -0.3% | -37.8% | -39.6% |
| 3Y | -53.8% | -8.7% | -45.0% | -55.0% |
| 5Y | -90.7% | -40.2% | -50.5% | -89.0% |
| All | -79.7% | +80.9% | -160.7% | -85.6% |
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