-92.8%
SNAP vs SPY
+82.0%
-174.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | -9.9% | +2.0% | -11.9% | -12.7% |
| 6M | +1.9% | +13.0% | -11.2% | -19.0% |
| YTD | -32.2% | +13.5% | -45.8% | -46.3% |
| 1Y | -22.8% | +20.0% | -42.8% | -45.2% |
| 3Y | -47.6% | +77.2% | -124.8% | -83.2% |
| All | -92.8% | +82.0% | -174.9% | -97.5% |
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