-20.7%
SNAP vs SPG
+34.3%
-55.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.1% |
| 7D | -0.7% | +8.2% | -8.8% | -2.6% |
| 30D | +5.5% | +13.5% | -7.9% | +2.1% |
| 3M | +2.2% | +2.2% | 0.0% | +1.2% |
| 6M | -4.1% | +15.9% | -19.9% | -9.2% |
| YTD | -26.6% | +27.6% | -54.2% | -32.7% |
| 1Y | -20.7% | +30.9% | -51.7% | -27.5% |
| All | -20.7% | +34.3% | -55.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling