-53.8%
SNAP vs SPY
+75.1%
-128.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.1% |
| 7D | -7.1% | -2.7% | -4.4% | -1.3% |
| 30D | -14.6% | -5.4% | -9.2% | -4.2% |
| 3M | -5.0% | -4.1% | -0.9% | +4.0% |
| 6M | -18.8% | +0.7% | -19.5% | -18.2% |
| YTD | -38.5% | +8.7% | -47.2% | -45.4% |
| 1Y | -38.1% | +10.9% | -49.0% | -46.8% |
| 3Y | -53.8% | +75.0% | -128.8% | -83.0% |
| All | -53.8% | +75.1% | -128.9% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling