-79.7%
SNAP vs SPY
+257.3%
-337.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | -7.1% | -2.7% | -4.4% | -2.4% |
| 30D | -14.6% | -5.4% | -9.2% | -6.1% |
| 3M | -5.0% | -4.1% | -0.9% | +2.4% |
| 6M | -18.8% | +0.7% | -19.5% | -18.3% |
| YTD | -38.5% | +8.7% | -47.2% | -44.1% |
| 1Y | -38.1% | +10.9% | -49.0% | -45.3% |
| 3Y | -53.8% | +75.0% | -128.8% | -78.5% |
| 5Y | -90.7% | +67.8% | -158.5% | -95.1% |
| All | -79.7% | +257.3% | -337.0% | -95.2% |
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