-78.5%
SNAP vs USFR
+28.2%
-106.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | -13.8% | +0.4% | -14.1% | -14.2% |
| 3M | -0.8% | +1.1% | -1.8% | -2.2% |
| 6M | -6.2% | +2.0% | -8.3% | -9.0% |
| YTD | -34.8% | +3.5% | -38.3% | -38.2% |
| 1Y | -38.7% | +4.1% | -42.8% | -42.5% |
| 3Y | -53.5% | +14.4% | -67.8% | -63.1% |
| 5Y | -90.2% | +21.4% | -111.6% | -92.9% |
| All | -78.5% | +28.2% | -106.7% | -87.2% |
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