-90.0%
SNAP vs SITM
+102.3%
-192.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.5% | +4.9% |
| 7D | -9.8% | +17.2% | -27.0% | -14.5% |
| 30D | -18.2% | -17.1% | -1.1% | -14.5% |
| 3M | -3.1% | -29.2% | +26.1% | +4.2% |
| 6M | -7.1% | -47.6% | +40.4% | +6.1% |
| YTD | -33.8% | +33.8% | -67.6% | -49.8% |
| 1Y | -39.0% | +54.1% | -93.1% | -56.7% |
| 3Y | -52.8% | +337.6% | -390.4% | -82.4% |
| 5Y | -90.0% | +89.7% | -179.7% | -95.0% |
| All | -90.0% | +102.3% | -192.3% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling