-77.7%
SNAP vs SYF
+171.4%
-249.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | +2.4% | -1.7% | -0.4% |
| 30D | +2.6% | +0.8% | +1.8% | +2.2% |
| 3M | -9.9% | +13.4% | -23.3% | -15.7% |
| 6M | +1.9% | +16.3% | -14.5% | -5.7% |
| YTD | -32.2% | -3.0% | -29.2% | -31.8% |
| 1Y | -22.8% | +5.7% | -28.6% | -25.6% |
| 3Y | -47.6% | +160.1% | -207.7% | -67.8% |
| 5Y | -92.7% | +88.5% | -181.2% | -94.9% |
| All | -77.7% | +171.4% | -249.1% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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