-90.5%
SNAP vs SPY
+72.1%
-162.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.5% |
| 7D | +6.0% | +2.6% | +3.5% | +0.8% |
| 30D | -13.8% | -2.0% | -11.8% | -9.3% |
| 3M | -0.8% | -2.8% | +2.0% | +6.3% |
| 6M | -6.2% | +2.1% | -8.4% | -8.6% |
| YTD | -34.8% | +11.5% | -46.3% | -45.8% |
| 1Y | -38.7% | +13.5% | -52.2% | -50.9% |
| 3Y | -53.5% | +77.7% | -131.2% | -85.0% |
| All | -90.5% | +72.1% | -162.6% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling