-78.7%
SNAP vs SRE
+96.7%
-175.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +2.6% | -1.1% | +3.6% | +2.9% |
| 30D | -19.6% | -4.1% | -15.5% | -18.5% |
| 3M | +0.4% | -7.3% | +7.7% | +2.7% |
| 6M | -5.9% | -14.1% | +8.2% | -1.7% |
| YTD | -35.3% | -8.5% | -26.8% | -34.3% |
| 1Y | -42.6% | -12.0% | -30.6% | -40.9% |
| 3Y | -53.9% | +23.4% | -77.2% | -59.6% |
| 5Y | -90.3% | +51.3% | -141.6% | -92.2% |
| All | -78.7% | +96.7% | -175.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling