-90.5%
SNAP vs SPG
+84.0%
-174.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | +6.0% | +2.0% | +4.1% | +4.3% |
| 30D | -13.8% | +17.2% | -31.0% | -24.4% |
| 3M | -0.8% | +6.3% | -7.1% | -5.7% |
| 6M | -6.2% | +18.7% | -24.9% | -19.7% |
| YTD | -34.8% | +30.1% | -64.9% | -48.9% |
| 1Y | -38.7% | +32.8% | -71.5% | -52.9% |
| 3Y | -53.5% | +133.6% | -187.0% | -79.7% |
| All | -90.5% | +84.0% | -174.5% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling