-78.2%
SNAP vs TRI
+213.0%
-291.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | -9.8% | -7.2% | -2.6% | -5.6% |
| 30D | -18.2% | +4.4% | -22.6% | -21.7% |
| 3M | -3.1% | +4.5% | -7.6% | -8.2% |
| 6M | -7.1% | +23.7% | -30.8% | -23.4% |
| YTD | -33.8% | -14.4% | -19.4% | -29.6% |
| 1Y | -39.0% | -17.4% | -21.7% | -33.4% |
| 3Y | -52.8% | -11.0% | -41.8% | -53.3% |
| 5Y | -90.0% | +0.7% | -90.7% | -91.1% |
| All | -78.2% | +213.0% | -291.1% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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