-92.7%
SNAP vs SPYG
+84.3%
-177.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +1.5% | +1.2% | +0.3% | -0.4% |
| 30D | +1.9% | -1.6% | +3.4% | +4.4% |
| 3M | -3.9% | +3.4% | -7.3% | -9.0% |
| 6M | +5.2% | +18.9% | -13.7% | -20.9% |
| YTD | -32.7% | +13.8% | -46.5% | -45.3% |
| 1Y | -24.8% | +20.6% | -45.4% | -44.8% |
| 3Y | -42.2% | +100.5% | -142.7% | -83.5% |
| 5Y | -92.7% | +84.6% | -177.3% | -97.2% |
| All | -92.7% | +84.3% | -177.0% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling