-77.7%
SNAP vs SW
+142.8%
-220.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | +0.7% | -5.1% | +5.8% | +1.6% |
| 30D | +2.6% | -4.6% | +7.2% | +3.4% |
| 3M | -9.9% | +9.4% | -19.3% | -11.3% |
| 6M | +1.9% | +3.5% | -1.6% | +0.9% |
| YTD | -32.2% | +22.0% | -54.3% | -34.8% |
| 1Y | -22.8% | +2.2% | -25.1% | -23.9% |
| 3Y | -47.6% | +19.6% | -67.2% | -49.4% |
| 5Y | -92.7% | -2.3% | -90.4% | -93.1% |
| All | -77.7% | +142.8% | -220.4% | -76.8% |
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