-21.7%
SNAP vs SHAK
-37.3%
+15.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.0% | +4.4% |
| 7D | -3.2% | -11.0% | +7.8% | -0.9% |
| 30D | +0.2% | -14.0% | +14.2% | +3.2% |
| 3M | +2.6% | +13.3% | -10.7% | -1.0% |
| 6M | +12.4% | -35.3% | +47.7% | +21.1% |
| YTD | -31.6% | -24.0% | -7.6% | -29.4% |
| 1Y | -21.7% | -36.7% | +15.0% | -11.4% |
| All | -21.7% | -37.3% | +15.5% | -11.4% |
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