-79.7%
SNAP vs SGI
+478.7%
-558.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.1% |
| 7D | -7.1% | +1.0% | -8.1% | -7.4% |
| 30D | -14.6% | +3.9% | -18.5% | -16.1% |
| 3M | -5.0% | -0.8% | -4.2% | -4.7% |
| 6M | -18.8% | -18.0% | -0.9% | -12.2% |
| YTD | -38.5% | -27.6% | -10.9% | -30.4% |
| 1Y | -38.1% | -27.2% | -10.8% | -30.2% |
| 3Y | -53.8% | +76.0% | -129.8% | -64.8% |
| 5Y | -90.7% | +50.0% | -140.6% | -92.7% |
| All | -79.7% | +478.7% | -558.4% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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