-39.0%
SNAP vs SPY
+13.0%
-52.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +3.7% |
| 7D | -9.8% | -0.9% | -8.9% | -7.0% |
| 30D | -18.2% | -2.4% | -15.9% | -12.6% |
| 3M | -3.1% | -1.2% | -1.9% | +1.0% |
| 6M | -7.1% | +3.3% | -10.4% | -11.6% |
| YTD | -33.8% | +12.3% | -46.1% | -48.7% |
| 1Y | -39.0% | +12.4% | -51.5% | -52.7% |
| All | -39.0% | +13.0% | -52.0% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling