-92.7%
SNAP vs TRU
-35.2%
-57.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +1.0% |
| 7D | +1.5% | -7.2% | +8.7% | +6.1% |
| 30D | +1.9% | -2.8% | +4.7% | +3.6% |
| 3M | -3.9% | +13.0% | -16.9% | -11.1% |
| 6M | +5.2% | +0.7% | +4.6% | +3.7% |
| YTD | -32.7% | -9.0% | -23.7% | -30.3% |
| 1Y | -24.8% | -16.3% | -8.5% | -18.9% |
| 3Y | -42.2% | -1.1% | -41.1% | -46.5% |
| 5Y | -92.7% | -36.0% | -56.7% | -89.7% |
| All | -92.7% | -35.2% | -57.4% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling