-56.0%
SNAP vs SN
+671.7%
-727.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -10.6% | +7.6% | -18.1% | -13.0% |
| 30D | -19.7% | +22.4% | -42.2% | -25.7% |
| 3M | -6.5% | +21.7% | -28.2% | -13.7% |
| 6M | -17.8% | +102.8% | -120.6% | -38.6% |
| YTD | -38.0% | +102.4% | -140.5% | -54.1% |
| 1Y | -42.5% | +139.0% | -181.4% | -60.3% |
| 3Y | -55.8% | +440.4% | -496.2% | -75.4% |
| All | -56.0% | +671.7% | -727.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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