-42.5%
SNAP vs SPG
+33.1%
-75.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -10.6% | +5.6% | -16.1% | -11.9% |
| 30D | -19.7% | +17.6% | -37.3% | -23.2% |
| 3M | -6.5% | +7.5% | -14.0% | -8.8% |
| 6M | -17.8% | +18.5% | -36.3% | -22.8% |
| YTD | -38.0% | +30.9% | -69.0% | -44.1% |
| 1Y | -42.5% | +34.1% | -76.6% | -48.4% |
| All | -42.5% | +33.1% | -75.5% | -48.4% |
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