-51.8%
SNAP vs SN
+490.7%
-542.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | +0.7% | -9.3% | +10.1% | +4.5% |
| 30D | +2.6% | -4.8% | +7.4% | +4.4% |
| 3M | -9.9% | +40.4% | -50.3% | -22.0% |
| 6M | +1.9% | +50.9% | -49.1% | -14.9% |
| YTD | -32.2% | +54.9% | -87.2% | -44.3% |
| 1Y | -22.8% | +43.0% | -65.9% | -35.0% |
| 3Y | -47.6% | +391.8% | -439.4% | -67.9% |
| All | -51.8% | +490.7% | -542.5% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling