-92.8%
SNAP vs SRE
+47.8%
-140.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +2.6% | -0.7% | +3.4% | +2.6% |
| 3M | -9.9% | -6.3% | -3.6% | -8.9% |
| 6M | +1.9% | -10.7% | +12.5% | +3.9% |
| YTD | -32.2% | -3.5% | -28.8% | -32.5% |
| 1Y | -22.8% | +5.3% | -28.1% | -25.4% |
| 3Y | -47.6% | +31.8% | -79.4% | -55.0% |
| All | -92.8% | +47.8% | -140.6% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling