-77.7%
SNAP vs SPY
+273.3%
-351.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 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% | -11.9% |
| 6M | +1.9% | +13.0% | -11.2% | -14.1% |
| YTD | -32.2% | +13.5% | -45.8% | -43.0% |
| 1Y | -22.8% | +20.0% | -42.8% | -40.1% |
| 3Y | -47.6% | +77.2% | -124.8% | -76.3% |
| 5Y | -92.7% | +81.9% | -174.6% | -96.6% |
| All | -77.7% | +273.3% | -351.0% | -95.1% |
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