-22.1%
SNAP vs SCHG
+13.0%
-35.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +1.3% |
| 7D | +3.8% | -1.0% | +4.9% | +5.9% |
| 30D | +9.2% | -1.3% | +10.5% | +11.9% |
| 3M | +6.6% | +5.4% | +1.1% | -2.1% |
| 6M | +16.9% | +14.4% | +2.5% | -8.6% |
| YTD | -29.6% | +8.0% | -37.6% | -40.6% |
| 1Y | -22.1% | +12.7% | -34.8% | -36.6% |
| All | -22.1% | +13.0% | -35.1% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling