-92.8%
SNAP vs SGI
+60.4%
-153.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.4% |
| 7D | +0.7% | +8.5% | -7.8% | -4.4% |
| 30D | +2.6% | +0.7% | +2.0% | +2.1% |
| 3M | -9.9% | +0.6% | -10.5% | -11.0% |
| 6M | +1.9% | -17.9% | +19.8% | +13.1% |
| YTD | -32.2% | -21.2% | -11.0% | -23.7% |
| 1Y | -22.8% | -18.9% | -4.0% | -15.4% |
| 3Y | -47.6% | +52.6% | -100.2% | -63.9% |
| All | -92.8% | +60.4% | -153.2% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling