-90.0%
SNAP vs SHAK
-10.3%
-79.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.3% |
| 7D | -9.8% | +3.0% | -12.8% | -11.1% |
| 30D | -18.2% | +8.2% | -26.4% | -21.5% |
| 3M | -3.1% | +4.6% | -7.6% | -6.1% |
| 6M | -7.1% | +16.3% | -23.5% | -17.1% |
| YTD | -33.8% | -7.6% | -26.3% | -36.7% |
| 1Y | -39.0% | -18.7% | -20.3% | -37.8% |
| 3Y | -52.8% | +36.4% | -89.2% | -70.7% |
| 5Y | -90.0% | -10.5% | -79.5% | -92.3% |
| All | -90.0% | -10.3% | -79.7% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling