-90.7%
SNAP vs SGI
+58.5%
-149.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.2% |
| 7D | -10.4% | +5.3% | -15.7% | -13.1% |
| 30D | -11.9% | +8.2% | -20.1% | -16.3% |
| 3M | -4.5% | -2.2% | -2.3% | -3.5% |
| 6M | -16.7% | -8.4% | -8.3% | -13.7% |
| YTD | -36.9% | -23.4% | -13.5% | -27.8% |
| 1Y | -30.3% | -14.0% | -16.3% | -26.6% |
| 3Y | -52.5% | +78.8% | -131.3% | -70.9% |
| All | -90.7% | +58.5% | -149.3% | -94.9% |
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 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