-30.3%
SNAP vs SW
+25.8%
-56.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -13.7% |
| 7D | -10.4% | +4.7% | -15.0% | -11.2% |
| 30D | -11.9% | +5.0% | -16.9% | -12.8% |
| 3M | -4.5% | -7.3% | +2.8% | -2.8% |
| 6M | -16.7% | +15.0% | -31.7% | -18.2% |
| YTD | -36.9% | +18.5% | -55.4% | -38.2% |
| 1Y | -30.3% | +27.1% | -57.4% | -31.5% |
| All | -30.3% | +25.8% | -56.0% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling