-43.7%
SNAP vs TRU
+0.4%
-44.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -1.2% |
| 7D | +0.7% | -6.8% | +7.5% | +4.1% |
| 30D | +2.6% | 0.0% | +2.6% | +2.6% |
| 3M | -9.9% | +13.3% | -23.2% | -15.1% |
| 6M | +1.9% | +3.4% | -1.6% | -0.4% |
| YTD | -32.2% | -6.4% | -25.8% | -31.2% |
| 1Y | -22.8% | -9.7% | -13.2% | -21.1% |
| All | -43.7% | +0.4% | -44.1% | -41.5% |
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