-77.8%
SNAP vs VRSK
+119.3%
-197.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +2.5% |
| 7D | +1.5% | -9.7% | +11.2% | +7.4% |
| 30D | +1.9% | -8.5% | +10.4% | +6.8% |
| 3M | -3.9% | -1.7% | -2.2% | -4.2% |
| 6M | +5.2% | -17.9% | +23.1% | +15.9% |
| YTD | -32.7% | -21.1% | -11.6% | -24.2% |
| 1Y | -24.8% | -35.1% | +10.3% | -5.2% |
| 3Y | -42.2% | -26.7% | -15.5% | -36.5% |
| 5Y | -92.7% | -12.0% | -80.7% | -93.1% |
| All | -77.8% | +119.3% | -197.1% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling