-79.7%
SNAP vs SYF
+150.5%
-230.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | -7.1% | -2.1% | -5.0% | -6.1% |
| 30D | -14.6% | +2.5% | -17.1% | -15.6% |
| 3M | -5.0% | -6.3% | +1.3% | -1.9% |
| 6M | -18.8% | -1.5% | -17.4% | -18.6% |
| YTD | -38.5% | -10.5% | -28.0% | -35.6% |
| 1Y | -38.1% | +1.5% | -39.6% | -39.0% |
| 3Y | -53.8% | +163.3% | -217.0% | -71.6% |
| 5Y | -90.7% | +66.8% | -157.4% | -93.1% |
| All | -79.7% | +150.5% | -230.2% | -89.1% |
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