-78.2%
SNAP vs SPG
+112.0%
-190.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | +2.7% | -12.5% | -10.6% |
| 30D | -18.2% | +16.6% | -34.8% | -22.6% |
| 3M | -3.1% | +8.1% | -11.2% | -5.8% |
| 6M | -7.1% | +19.3% | -26.5% | -13.2% |
| YTD | -33.8% | +31.1% | -64.9% | -40.3% |
| 1Y | -39.0% | +32.8% | -71.8% | -45.3% |
| 3Y | -52.8% | +135.8% | -188.6% | -65.2% |
| 5Y | -90.0% | +85.1% | -175.1% | -92.1% |
| All | -78.2% | +112.0% | -190.2% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling