-24.8%
SNAP vs SGI
-19.6%
-5.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.5% | +9.3% | -7.8% | -2.4% |
| 30D | +1.9% | +6.9% | -5.0% | -1.0% |
| 3M | -3.9% | +2.8% | -6.7% | -5.8% |
| 6M | +5.2% | -12.6% | +17.8% | +8.9% |
| YTD | -32.7% | -21.5% | -11.2% | -28.0% |
| 1Y | -24.8% | -18.8% | -6.0% | -24.0% |
| All | -24.8% | -19.6% | -5.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling