-79.7%
SNAP vs SPG
+106.3%
-186.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -7.1% | +4.9% | -12.0% | -8.6% |
| 30D | -14.6% | +15.6% | -30.2% | -19.0% |
| 3M | -5.0% | +4.1% | -9.1% | -6.4% |
| 6M | -18.8% | +13.6% | -32.4% | -22.8% |
| YTD | -38.5% | +27.5% | -66.1% | -44.0% |
| 1Y | -38.1% | +32.2% | -70.3% | -44.4% |
| 3Y | -53.8% | +126.0% | -179.8% | -65.4% |
| 5Y | -90.7% | +74.7% | -165.4% | -92.6% |
| All | -79.7% | +106.3% | -186.1% | -85.2% |
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