-52.7%
SNAP vs SPG
+137.4%
-190.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | -9.8% | +2.7% | -12.5% | -11.3% |
| 30D | -18.2% | +16.6% | -34.8% | -25.9% |
| 3M | -3.1% | +8.1% | -11.2% | -7.8% |
| 6M | -7.1% | +19.3% | -26.5% | -18.3% |
| YTD | -33.8% | +31.1% | -64.9% | -45.9% |
| 1Y | -39.0% | +32.8% | -71.8% | -50.7% |
| All | -52.7% | +137.4% | -190.1% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling