-76.8%
SNAP vs VRSK
+120.2%
-197.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.8% | -5.2% | +9.0% | +6.9% |
| 30D | +9.2% | -2.3% | +11.5% | +10.3% |
| 3M | +6.6% | -2.9% | +9.5% | +7.1% |
| 6M | +16.9% | -12.8% | +29.7% | +24.0% |
| YTD | -29.6% | -20.8% | -8.8% | -20.9% |
| 1Y | -22.1% | -33.2% | +11.1% | -3.7% |
| 3Y | -39.8% | -26.6% | -13.3% | -34.0% |
| 5Y | -92.4% | -11.3% | -81.0% | -92.8% |
| All | -76.8% | +120.2% | -197.0% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VRSK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling