-91.0%
SNAP vs SRE
+43.0%
-134.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -7.1% | -9.2% | +2.1% | -5.1% |
| 30D | -14.6% | -1.9% | -12.7% | -14.2% |
| 3M | -5.0% | -6.5% | +1.6% | -3.7% |
| 6M | -18.8% | -15.2% | -3.6% | -16.1% |
| YTD | -38.5% | -9.5% | -29.1% | -37.9% |
| 1Y | -38.1% | -13.2% | -24.9% | -36.7% |
| 3Y | -53.8% | +19.5% | -73.3% | -59.3% |
| All | -91.0% | +43.0% | -134.0% | -91.5% |
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