-20.7%
SNAP vs SPXS
-30.2%
+9.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.9% | +10.8% | +2.3% |
| 7D | -0.7% | +2.2% | -2.8% | +1.4% |
| 30D | +5.5% | +3.8% | +1.8% | +9.5% |
| 3M | +2.2% | +3.3% | -1.1% | +6.6% |
| 6M | -4.1% | -16.7% | +12.6% | -12.3% |
| YTD | -26.6% | -28.5% | +1.9% | -39.2% |
| 1Y | -20.7% | -30.4% | +9.7% | -34.4% |
| All | -20.7% | -30.2% | +9.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling