-79.6%
SNAP vs SPY
+264.4%
-344.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | -10.6% | -0.6% | -10.0% | -9.1% |
| 30D | -19.7% | -3.7% | -16.1% | -14.2% |
| 3M | -6.5% | -2.7% | -3.8% | -1.5% |
| 6M | -17.8% | +2.2% | -19.9% | -19.2% |
| YTD | -38.0% | +10.8% | -48.9% | -45.4% |
| 1Y | -42.5% | +11.2% | -53.7% | -49.6% |
| 3Y | -55.8% | +76.5% | -132.3% | -79.7% |
| 5Y | -90.5% | +72.9% | -163.5% | -95.2% |
| All | -79.6% | +264.4% | -344.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling