-65.1%
SNAP vs SITM
+3,535.1%
-3,600.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.5% | +5.0% |
| 7D | -9.8% | +17.2% | -27.0% | -14.1% |
| 30D | -18.2% | -17.1% | -1.1% | -14.8% |
| 3M | -3.1% | -29.2% | +26.1% | +3.6% |
| 6M | -7.1% | -47.6% | +40.4% | +4.8% |
| YTD | -33.8% | +33.8% | -67.6% | -47.6% |
| 1Y | -39.0% | +54.1% | -93.1% | -54.3% |
| 3Y | -52.8% | +337.6% | -390.4% | -78.4% |
| 5Y | -90.0% | +89.7% | -179.7% | -94.5% |
| All | -65.1% | +3,535.1% | -3,600.2% | -89.5% |
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