-77.8%
SNAP vs SNY
+50.3%
-128.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +1.5% | -2.7% | +4.2% | +2.3% |
| 30D | +1.9% | -0.7% | +2.6% | +2.1% |
| 3M | -3.9% | -1.6% | -2.3% | -3.5% |
| 6M | +5.2% | +2.3% | +3.0% | +4.5% |
| YTD | -32.7% | -6.0% | -26.7% | -31.7% |
| 1Y | -24.8% | -2.7% | -22.1% | -24.5% |
| 3Y | -42.2% | -7.5% | -34.7% | -42.4% |
| 5Y | -92.7% | +6.7% | -99.4% | -93.1% |
| All | -77.8% | +50.3% | -128.1% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling