-55.9%
SNAP vs TRU
+58.9%
-114.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.5% |
| 7D | -7.1% | +5.7% | -12.8% | -9.8% |
| 30D | -14.6% | +29.2% | -43.9% | -26.0% |
| 3M | -5.0% | +2.7% | -7.6% | -7.1% |
| 6M | -18.8% | +15.2% | -34.0% | -25.7% |
| YTD | -38.5% | -4.9% | -33.7% | -38.5% |
| 1Y | -38.1% | +3.4% | -41.5% | -41.1% |
| All | -55.9% | +58.9% | -114.8% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling