-92.8%
SNAP vs TPR
+239.8%
-332.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -2.3% | +3.0% | +2.0% |
| 30D | +2.6% | -23.0% | +25.6% | +16.4% |
| 3M | -9.9% | -12.5% | +2.6% | -5.2% |
| 6M | +1.9% | -21.4% | +23.3% | +12.7% |
| YTD | -32.2% | -3.5% | -28.7% | -34.6% |
| 1Y | -22.8% | +17.4% | -40.2% | -35.2% |
| 3Y | -47.6% | +291.3% | -338.9% | -82.1% |
| All | -92.8% | +239.8% | -332.7% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling