-22.8%
SNAP vs USFR
+4.0%
-26.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -3.4% |
| 7D | +0.7% | +0.1% | +0.7% | +2.5% |
| 30D | +2.6% | +0.3% | +2.3% | +12.8% |
| 3M | -9.9% | +1.0% | -10.9% | +21.4% |
| 6M | +1.9% | +1.9% | -0.1% | +78.5% |
| YTD | -32.2% | +2.6% | -34.8% | +36.5% |
| 1Y | -22.8% | +4.0% | -26.9% | +134.8% |
| All | -22.8% | +4.0% | -26.8% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling