-77.7%
SNAP vs SIRI
-29.3%
-48.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.2% |
| 7D | +0.7% | +1.6% | -0.8% | +0.2% |
| 30D | +2.6% | -4.7% | +7.3% | +4.2% |
| 3M | -9.9% | +5.3% | -15.2% | -11.4% |
| 6M | +1.9% | +30.5% | -28.7% | -6.7% |
| YTD | -32.2% | +49.6% | -81.9% | -41.1% |
| 1Y | -22.8% | +28.5% | -51.4% | -30.0% |
| 3Y | -47.6% | -27.5% | -20.1% | -45.9% |
| 5Y | -92.7% | -44.7% | -48.1% | -92.0% |
| All | -77.7% | -29.3% | -48.4% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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