-77.8%
SNAP vs USFR
+27.2%
-105.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +1.9% | +0.3% | +1.6% | +1.4% |
| 3M | -3.9% | +1.0% | -4.9% | -5.3% |
| 6M | +5.2% | +1.9% | +3.3% | +2.2% |
| YTD | -32.7% | +2.7% | -35.4% | -35.5% |
| 1Y | -24.8% | +4.0% | -28.8% | -29.6% |
| 3Y | -42.2% | +14.0% | -56.2% | -53.9% |
| 5Y | -92.7% | +20.4% | -113.1% | -94.7% |
| All | -77.8% | +27.2% | -105.0% | -86.7% |
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