-55.5%
SNAP vs SN
+681.9%
-737.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.7% |
| 7D | -7.3% | +7.6% | -15.0% | -9.9% |
| 30D | -18.9% | +24.1% | -43.0% | -25.4% |
| 3M | -5.3% | +23.7% | -29.0% | -13.0% |
| 6M | -16.9% | +105.5% | -122.5% | -38.3% |
| YTD | -37.4% | +105.1% | -142.5% | -53.9% |
| 1Y | -38.5% | +148.3% | -186.8% | -58.2% |
| 3Y | -55.1% | +438.7% | -493.7% | -75.0% |
| All | -55.5% | +681.9% | -737.5% | -75.5% |
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