-54.0%
SNAP vs SN
+650.0%
-704.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | -19.6% | +16.6% | -36.2% | -24.2% |
| 3M | +0.4% | +18.3% | -17.9% | -6.3% |
| 6M | -5.9% | +103.1% | -109.0% | -29.9% |
| YTD | -35.3% | +96.7% | -132.0% | -51.6% |
| 1Y | -42.6% | +134.3% | -176.9% | -60.1% |
| 3Y | -53.9% | +425.2% | -479.1% | -74.0% |
| All | -54.0% | +650.0% | -704.0% | -74.3% |
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