-42.5%
SNAP vs SHAK
+3.1%
-45.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +1.9% | -5.2% | +7.1% | +3.6% |
| 3M | -3.9% | +27.3% | -31.2% | -12.6% |
| 6M | +5.2% | -27.9% | +33.1% | +13.8% |
| YTD | -32.7% | -17.0% | -15.7% | -31.4% |
| 1Y | -24.8% | -30.9% | +6.1% | -18.2% |
| All | -42.5% | +3.1% | -45.6% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling