-75.8%
SNAP vs SW
+139.4%
-215.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +5.2% |
| 7D | -0.7% | +12.1% | -12.7% | -2.5% |
| 30D | +5.5% | +6.6% | -1.0% | +4.4% |
| 3M | +2.2% | -6.0% | +8.3% | +3.2% |
| 6M | -4.1% | +21.5% | -25.5% | -7.2% |
| YTD | -26.6% | +20.3% | -47.0% | -29.3% |
| 1Y | -20.7% | +28.1% | -48.9% | -24.5% |
| 3Y | -44.8% | +51.6% | -96.4% | -47.8% |
| 5Y | -88.7% | -0.1% | -88.5% | -89.3% |
| All | -75.8% | +139.4% | -215.2% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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