-77.7%
SNAP vs SGI
+530.1%
-607.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | +0.7% | +8.5% | -7.8% | -2.9% |
| 30D | +2.6% | +0.7% | +2.0% | +2.3% |
| 3M | -9.9% | +0.6% | -10.5% | -10.5% |
| 6M | +1.9% | -17.9% | +19.8% | +9.9% |
| YTD | -32.2% | -21.2% | -11.0% | -26.1% |
| 1Y | -22.8% | -18.9% | -4.0% | -17.2% |
| 3Y | -47.6% | +52.6% | -100.2% | -57.8% |
| 5Y | -92.7% | +60.7% | -153.4% | -94.5% |
| All | -77.7% | +530.1% | -607.8% | -90.4% |
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