-55.1%
SNAP vs SPXS
-80.3%
+25.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | -2.7% |
| 7D | -7.3% | -1.5% | -5.8% | -6.5% |
| 30D | -18.9% | +9.6% | -28.6% | -12.0% |
| 3M | -5.3% | +8.5% | -13.7% | +2.8% |
| 6M | -16.9% | -5.8% | -11.2% | -15.4% |
| YTD | -37.4% | -25.4% | -12.1% | -42.8% |
| 1Y | -38.5% | -28.8% | -9.7% | -44.9% |
| 3Y | -55.1% | -80.9% | +25.8% | -78.8% |
| All | -55.1% | -80.3% | +25.2% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling