-92.8%
SNAP vs SPG
+102.5%
-195.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.3% |
| 7D | +0.7% | -2.4% | +3.1% | +2.7% |
| 30D | +2.6% | -6.8% | +9.5% | +8.5% |
| 3M | -9.9% | +2.7% | -12.6% | -12.6% |
| 6M | +1.9% | +5.5% | -3.6% | -3.7% |
| YTD | -32.2% | +15.7% | -47.9% | -41.0% |
| 1Y | -22.8% | +20.9% | -43.7% | -35.7% |
| 3Y | -47.6% | +112.4% | -160.0% | -74.1% |
| All | -92.8% | +102.5% | -195.4% | -96.3% |
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