-78.3%
SNAP vs TRU
+111.9%
-190.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -5.0% | -6.5% | +1.5% | -1.2% |
| 30D | -0.7% | -2.5% | +1.7% | +0.7% |
| 3M | -5.0% | +10.4% | -15.4% | -10.7% |
| 6M | +3.5% | +1.6% | +1.9% | +1.5% |
| YTD | -34.2% | -9.7% | -24.5% | -31.6% |
| 1Y | -27.1% | -17.3% | -9.8% | -21.0% |
| 3Y | -43.5% | -1.8% | -41.6% | -48.1% |
| 5Y | -92.9% | -36.2% | -56.7% | -91.5% |
| All | -78.3% | +111.9% | -190.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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