-42.5%
SNAP vs TRU
+2.3%
-44.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -10.6% | +4.6% | -15.1% | -12.4% |
| 30D | -19.7% | +25.4% | -45.2% | -28.1% |
| 3M | -6.5% | +4.0% | -10.5% | -8.6% |
| 6M | -17.8% | +14.5% | -32.2% | -23.1% |
| YTD | -38.0% | -3.7% | -34.3% | -41.3% |
| 1Y | -42.5% | +2.8% | -45.2% | -45.9% |
| All | -42.5% | +2.3% | -44.8% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling