-78.7%
SNAP vs SPXS
-99.3%
+20.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -1.7% |
| 7D | +2.6% | -9.5% | +12.0% | -2.3% |
| 30D | -19.6% | +7.4% | -27.0% | -14.8% |
| 3M | +0.4% | +6.1% | -5.7% | +6.4% |
| 6M | -5.9% | -7.3% | +1.3% | -5.1% |
| YTD | -35.3% | -26.7% | -8.6% | -40.0% |
| 1Y | -42.6% | -26.2% | -16.4% | -46.2% |
| 3Y | -53.9% | -80.3% | +26.5% | -72.9% |
| 5Y | -90.3% | -83.4% | -6.9% | -93.0% |
| All | -78.7% | -99.3% | +20.6% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling