-77.7%
SNAP vs SPYG
+371.1%
-448.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.8% |
| 7D | +0.7% | +0.4% | +0.4% | +0.3% |
| 30D | +2.6% | -0.4% | +3.1% | +3.2% |
| 3M | -9.9% | +0.5% | -10.4% | -10.5% |
| 6M | +1.9% | +17.5% | -15.6% | -18.3% |
| YTD | -32.2% | +14.3% | -46.6% | -43.3% |
| 1Y | -22.8% | +21.7% | -44.6% | -41.0% |
| 3Y | -47.6% | +98.6% | -146.2% | -79.9% |
| 5Y | -92.7% | +85.1% | -177.8% | -96.6% |
| All | -77.7% | +371.1% | -448.8% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling