-79.4%
SNAP vs USFR
+28.1%
-107.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -18.9% | +0.4% | -19.3% | -19.4% |
| 3M | -5.3% | +1.1% | -6.3% | -6.7% |
| 6M | -16.9% | +2.0% | -19.0% | -19.3% |
| YTD | -37.4% | +3.4% | -40.8% | -40.6% |
| 1Y | -38.5% | +4.1% | -42.6% | -42.3% |
| 3Y | -55.1% | +14.3% | -69.4% | -64.3% |
| 5Y | -90.8% | +21.3% | -112.1% | -93.4% |
| All | -79.4% | +28.1% | -107.5% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling