-21.7%
SNAP vs SPYG
+17.3%
-39.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +5.2% |
| 7D | -3.2% | -1.8% | -1.3% | -0.5% |
| 30D | +0.2% | -1.9% | +2.1% | +3.0% |
| 3M | +2.6% | +5.2% | -2.5% | -4.4% |
| 6M | +12.4% | +15.6% | -3.1% | -12.4% |
| YTD | -31.6% | +12.4% | -44.0% | -44.6% |
| 1Y | -21.7% | +17.5% | -39.2% | -38.8% |
| All | -21.7% | +17.3% | -39.0% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling