-55.2%
SNAP vs SN
+639.7%
-694.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.0% | -13.1% | -13.6% |
| 7D | -10.4% | +3.8% | -14.2% | -11.6% |
| 30D | -11.9% | +17.5% | -29.5% | -17.2% |
| 3M | -4.5% | +19.2% | -23.7% | -11.1% |
| 6M | -16.7% | +84.9% | -101.6% | -35.5% |
| YTD | -36.9% | +94.0% | -131.0% | -52.5% |
| 1Y | -30.3% | +151.3% | -181.6% | -52.8% |
| 3Y | -52.5% | +387.1% | -439.6% | -72.9% |
| All | -55.2% | +639.7% | -694.9% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling