-77.8%
SNAP vs SPY
+271.3%
-349.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +1.5% | +0.5% | +0.9% | +0.7% |
| 30D | +1.9% | -0.9% | +2.8% | +3.4% |
| 3M | -3.9% | +3.9% | -7.8% | -8.7% |
| 6M | +5.2% | +14.5% | -9.3% | -13.0% |
| YTD | -32.7% | +12.9% | -45.6% | -42.9% |
| 1Y | -24.8% | +19.4% | -44.2% | -41.2% |
| 3Y | -42.2% | +78.5% | -120.6% | -74.1% |
| 5Y | -92.7% | +81.8% | -174.4% | -96.5% |
| All | -77.8% | +271.3% | -349.1% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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