-77.8%
SNAP vs SCHG
+392.4%
-470.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | +1.9% | -1.5% | +3.4% | +4.1% |
| 3M | -3.9% | +4.4% | -8.3% | -8.9% |
| 6M | +5.2% | +15.7% | -10.5% | -13.1% |
| YTD | -32.7% | +8.3% | -41.0% | -38.5% |
| 1Y | -24.8% | +14.2% | -39.0% | -36.4% |
| 3Y | -42.2% | +88.3% | -130.4% | -75.8% |
| 5Y | -92.7% | +83.5% | -176.1% | -96.5% |
| All | -77.8% | +392.4% | -470.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling