-78.3%
SNAP vs SCHG
+389.1%
-467.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.2% |
| 7D | -5.0% | -0.9% | -4.1% | -3.7% |
| 30D | -0.7% | -2.3% | +1.5% | +2.7% |
| 3M | -5.0% | +4.5% | -9.5% | -10.1% |
| 6M | +3.5% | +13.6% | -10.0% | -12.1% |
| YTD | -34.2% | +7.6% | -41.8% | -39.3% |
| 1Y | -27.1% | +13.0% | -40.1% | -37.4% |
| 3Y | -43.5% | +87.0% | -130.4% | -76.1% |
| 5Y | -92.9% | +82.9% | -175.7% | -96.6% |
| All | -78.3% | +389.1% | -467.4% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SCHG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling