-78.5%
SNAP vs SU
+218.1%
-296.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | -13.8% | -7.9% | -5.9% | -12.2% |
| 3M | -0.8% | +7.5% | -8.3% | -3.0% |
| 6M | -6.2% | +7.2% | -13.5% | -8.7% |
| YTD | -34.8% | +60.9% | -95.7% | -43.4% |
| 1Y | -38.7% | +63.6% | -102.3% | -47.0% |
| 3Y | -53.5% | +128.9% | -182.3% | -63.4% |
| 5Y | -90.2% | +228.3% | -318.5% | -93.1% |
| All | -78.5% | +218.1% | -296.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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