-79.4%
SNAP vs SPG
+110.5%
-189.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | -7.3% | +5.1% | -12.4% | -8.9% |
| 30D | -18.9% | +16.8% | -35.8% | -23.4% |
| 3M | -5.3% | +5.7% | -10.9% | -7.1% |
| 6M | -16.9% | +17.8% | -34.7% | -22.0% |
| YTD | -37.4% | +30.1% | -67.5% | -43.4% |
| 1Y | -38.5% | +32.8% | -71.3% | -44.8% |
| 3Y | -55.1% | +137.2% | -192.3% | -66.9% |
| 5Y | -90.8% | +81.5% | -172.3% | -92.7% |
| All | -79.4% | +110.5% | -189.8% | -85.0% |
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