-77.7%
SNAP vs SPG
+87.2%
-164.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.6% |
| 30D | +2.6% | -6.8% | +9.5% | +5.3% |
| 3M | -9.9% | +2.7% | -12.6% | -11.0% |
| 6M | +1.9% | +5.5% | -3.6% | -0.4% |
| YTD | -32.2% | +15.7% | -47.9% | -36.1% |
| 1Y | -22.8% | +20.9% | -43.7% | -28.5% |
| 3Y | -47.6% | +112.4% | -160.0% | -59.8% |
| 5Y | -92.7% | +101.4% | -194.1% | -94.3% |
| All | -77.7% | +87.2% | -164.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling