-79.2%
SNAP vs SGI
+512.1%
-591.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.8% |
| 7D | -10.4% | +5.3% | -15.7% | -12.3% |
| 30D | -11.9% | +8.2% | -20.1% | -15.0% |
| 3M | -4.5% | -2.2% | -2.3% | -3.7% |
| 6M | -16.7% | -8.4% | -8.3% | -14.3% |
| YTD | -36.9% | -23.4% | -13.5% | -30.4% |
| 1Y | -30.3% | -14.0% | -16.3% | -27.0% |
| 3Y | -52.5% | +78.8% | -131.3% | -64.1% |
| 5Y | -90.4% | +58.6% | -149.0% | -92.7% |
| All | -79.2% | +512.1% | -591.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling