-92.8%
SNAP vs USFR
+20.4%
-113.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +0.7% | +0.1% | +0.7% | +0.8% |
| 30D | +2.6% | +0.3% | +2.3% | +3.1% |
| 3M | -9.9% | +1.0% | -10.9% | -8.8% |
| 6M | +1.9% | +1.9% | -0.1% | +3.6% |
| YTD | -32.2% | +2.6% | -34.8% | -31.2% |
| 1Y | -22.8% | +4.0% | -26.9% | -22.3% |
| 3Y | -47.6% | +14.1% | -61.7% | -43.1% |
| All | -92.8% | +20.4% | -113.3% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling