-76.8%
SNAP vs SCHG
+391.2%
-468.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +1.7% |
| 7D | +3.8% | -1.0% | +4.9% | +5.4% |
| 30D | +9.2% | -1.3% | +10.5% | +11.3% |
| 3M | +6.6% | +5.4% | +1.1% | -0.4% |
| 6M | +16.9% | +14.4% | +2.5% | -1.9% |
| YTD | -29.6% | +8.0% | -37.6% | -35.4% |
| 1Y | -22.1% | +12.7% | -34.8% | -32.9% |
| 3Y | -39.8% | +85.6% | -125.4% | -74.3% |
| 5Y | -92.4% | +85.5% | -177.9% | -96.4% |
| All | -76.8% | +391.2% | -468.0% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling