-79.7%
SNAP vs TRU
+123.3%
-203.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.3% |
| 7D | -7.1% | +5.7% | -12.8% | -10.2% |
| 30D | -14.6% | +29.2% | -43.9% | -27.2% |
| 3M | -5.0% | +2.7% | -7.6% | -7.5% |
| 6M | -18.8% | +15.2% | -34.0% | -26.7% |
| YTD | -38.5% | -4.9% | -33.7% | -38.7% |
| 1Y | -38.1% | +3.4% | -41.5% | -41.6% |
| 3Y | -53.8% | +63.2% | -117.0% | -68.8% |
| 5Y | -90.7% | -26.6% | -64.1% | -89.8% |
| All | -79.7% | +123.3% | -203.0% | -88.2% |
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