-55.8%
SNAP vs SN
+431.1%
-486.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -10.6% | +7.6% | -18.1% | -13.4% |
| 30D | -19.7% | +22.4% | -42.2% | -26.7% |
| 3M | -6.5% | +21.7% | -28.2% | -14.9% |
| 6M | -17.8% | +102.8% | -120.6% | -41.9% |
| YTD | -38.0% | +102.4% | -140.5% | -56.7% |
| 1Y | -42.5% | +139.0% | -181.4% | -63.2% |
| 3Y | -55.8% | +440.4% | -496.2% | -81.1% |
| All | -55.8% | +431.1% | -486.9% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling