-65.3%
SNAP vs SITM
+4,437.5%
-4,502.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -5.0% | +3.7% | -8.7% | -6.2% |
| 30D | -0.7% | -14.5% | +13.8% | +2.9% |
| 3M | -5.0% | -10.6% | +5.6% | -5.8% |
| 6M | +3.5% | +65.5% | -62.0% | -18.4% |
| YTD | -34.2% | +67.0% | -101.2% | -49.9% |
| 1Y | -27.1% | +138.6% | -165.7% | -51.7% |
| 3Y | -43.5% | +421.8% | -465.3% | -74.8% |
| 5Y | -92.9% | +172.4% | -265.3% | -96.4% |
| All | -65.3% | +4,437.5% | -4,502.8% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling