-77.5%
SNAP vs SHAK
+77.6%
-155.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.0% | +4.7% |
| 7D | -3.2% | -11.0% | +7.8% | +1.0% |
| 30D | +0.2% | -14.0% | +14.2% | +5.7% |
| 3M | +2.6% | +13.3% | -10.7% | -3.5% |
| 6M | +12.4% | -35.3% | +47.7% | +26.8% |
| YTD | -31.6% | -24.0% | -7.6% | -27.9% |
| 1Y | -21.7% | -36.7% | +15.0% | -12.2% |
| 3Y | -41.2% | -5.4% | -35.8% | -46.5% |
| 5Y | -92.6% | -24.9% | -67.7% | -93.0% |
| All | -77.5% | +77.6% | -155.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling