-90.8%
SNAP vs SPXS
-82.9%
-7.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | -3.0% |
| 7D | -7.3% | -1.5% | -5.8% | -6.5% |
| 30D | -18.9% | +9.6% | -28.6% | -11.6% |
| 3M | -5.3% | +8.5% | -13.7% | +3.3% |
| 6M | -16.9% | -5.8% | -11.2% | -15.6% |
| YTD | -37.4% | -25.4% | -12.1% | -43.3% |
| 1Y | -38.5% | -28.8% | -9.7% | -45.6% |
| 3Y | -55.1% | -80.9% | +25.8% | -80.1% |
| 5Y | -90.8% | -83.1% | -7.7% | -94.0% |
| All | -90.8% | -82.9% | -7.9% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling