-77.7%
SNAP vs SHAK
+99.7%
-177.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +2.6% | -6.6% | +9.3% | +5.1% |
| 3M | -9.9% | +30.1% | -39.9% | -19.3% |
| 6M | +1.9% | -28.7% | +30.6% | +11.0% |
| YTD | -32.2% | -14.5% | -17.7% | -31.5% |
| 1Y | -22.8% | -31.9% | +9.0% | -15.6% |
| 3Y | -47.6% | -1.0% | -46.6% | -53.0% |
| 5Y | -92.7% | -18.7% | -74.0% | -93.3% |
| All | -77.7% | +99.7% | -177.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling