-38.7%
SNAP vs SHAK
-20.2%
-18.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | +6.0% | +4.3% | +1.8% | +5.1% |
| 30D | -13.8% | +9.0% | -22.8% | -15.2% |
| 3M | -0.8% | +1.8% | -2.6% | -1.4% |
| 6M | -6.2% | +17.3% | -23.6% | -9.6% |
| YTD | -34.8% | -7.6% | -27.2% | -33.5% |
| 1Y | -38.7% | -16.9% | -21.8% | -39.2% |
| All | -38.7% | -20.2% | -18.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling