-79.7%
SNAP vs USFR
+28.1%
-107.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | -14.6% | +0.4% | -15.0% | -15.1% |
| 3M | -5.0% | +1.1% | -6.0% | -6.4% |
| 6M | -18.8% | +2.1% | -20.9% | -21.2% |
| YTD | -38.5% | +3.4% | -41.9% | -41.7% |
| 1Y | -38.1% | +4.1% | -42.2% | -41.9% |
| 3Y | -53.8% | +14.4% | -68.2% | -63.3% |
| 5Y | -90.7% | +21.3% | -112.0% | -93.3% |
| All | -79.7% | +28.1% | -107.8% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling