-76.8%
SNAP vs SNY
+49.0%
-125.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.8% | -3.3% | +7.2% | +4.8% |
| 30D | +9.2% | -2.2% | +11.4% | +9.9% |
| 3M | +6.6% | -3.0% | +9.6% | +7.4% |
| 6M | +16.9% | +2.7% | +14.1% | +15.9% |
| YTD | -29.6% | -6.8% | -22.8% | -28.4% |
| 1Y | -22.1% | -5.3% | -16.8% | -21.2% |
| 3Y | -39.8% | -9.8% | -30.0% | -39.6% |
| 5Y | -92.4% | +9.7% | -102.1% | -92.9% |
| All | -76.8% | +49.0% | -125.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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