-78.5%
SNAP vs SHAK
+115.8%
-194.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.4% |
| 7D | +6.0% | +4.3% | +1.8% | +4.3% |
| 30D | -13.8% | +9.0% | -22.8% | -16.7% |
| 3M | -0.8% | +1.8% | -2.6% | -2.1% |
| 6M | -6.2% | +17.3% | -23.6% | -13.9% |
| YTD | -34.8% | -7.6% | -27.2% | -36.4% |
| 1Y | -38.7% | -16.9% | -21.8% | -38.0% |
| 3Y | -53.5% | +35.1% | -88.5% | -63.0% |
| 5Y | -90.2% | -11.3% | -78.9% | -91.3% |
| All | -78.5% | +115.8% | -194.3% | -84.8% |
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