-77.7%
SNAP vs TRU
+119.7%
-197.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -0.5% |
| 7D | +0.7% | -6.8% | +7.5% | +5.0% |
| 30D | +2.6% | 0.0% | +2.6% | +2.6% |
| 3M | -9.9% | +13.3% | -23.2% | -16.7% |
| 6M | +1.9% | +3.4% | -1.6% | -1.2% |
| YTD | -32.2% | -6.4% | -25.8% | -31.0% |
| 1Y | -22.8% | -9.7% | -13.2% | -20.9% |
| 3Y | -47.6% | +0.1% | -47.8% | -52.5% |
| 5Y | -92.7% | -34.0% | -58.7% | -91.5% |
| All | -77.7% | +119.7% | -197.3% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling