-77.7%
SNAP vs SRE
+107.5%
-185.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | +0.7% | -0.3% | +1.1% | +0.7% |
| 30D | +2.6% | -0.7% | +3.4% | +2.6% |
| 3M | -9.9% | -6.3% | -3.6% | -8.4% |
| 6M | +1.9% | -10.7% | +12.5% | +4.8% |
| YTD | -32.2% | -3.5% | -28.8% | -32.3% |
| 1Y | -22.8% | +5.3% | -28.1% | -25.7% |
| 3Y | -47.6% | +31.8% | -79.4% | -55.2% |
| 5Y | -92.7% | +47.4% | -140.1% | -94.1% |
| All | -77.7% | +107.5% | -185.2% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling