-92.9%
SNAP vs SHAK
-25.9%
-67.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +0.9% |
| 7D | -5.0% | -7.2% | +2.2% | -1.6% |
| 30D | -0.7% | -11.8% | +11.1% | +5.2% |
| 3M | -5.0% | +17.2% | -22.2% | -14.0% |
| 6M | +3.5% | -34.1% | +37.6% | +20.0% |
| YTD | -34.2% | -22.4% | -11.8% | -30.9% |
| 1Y | -27.1% | -35.9% | +8.9% | -16.0% |
| 3Y | -43.5% | -3.4% | -40.1% | -55.8% |
| 5Y | -92.9% | -25.4% | -67.5% | -94.2% |
| All | -92.9% | -25.9% | -67.0% | -94.2% |
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 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