-90.8%
SNAP vs TRU
-25.5%
-65.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.4% |
| 7D | -7.3% | +4.9% | -12.2% | -10.0% |
| 30D | -18.9% | +26.9% | -45.9% | -30.3% |
| 3M | -5.3% | +4.0% | -9.3% | -8.5% |
| 6M | -16.9% | +15.8% | -32.7% | -25.2% |
| YTD | -37.4% | -2.6% | -34.8% | -38.5% |
| 1Y | -38.5% | +3.9% | -42.3% | -42.2% |
| 3Y | -55.1% | +59.2% | -114.3% | -70.2% |
| 5Y | -90.8% | -25.7% | -65.1% | -88.0% |
| All | -90.8% | -25.5% | -65.3% | -88.0% |
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