-91.6%
SNAP vs VSXY
+37.7%
-129.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | -5.0% | -10.7% | +5.7% | -2.8% |
| 30D | -0.7% | -24.3% | +23.5% | +5.3% |
| 3M | -5.0% | +1.0% | -6.0% | -6.4% |
| 6M | +3.5% | +57.4% | -53.8% | -12.4% |
| YTD | -34.2% | +39.8% | -74.0% | -43.2% |
| 1Y | -27.1% | +196.5% | -223.5% | -50.2% |
| 3Y | -43.5% | +357.2% | -400.7% | -70.6% |
| 5Y | -92.9% | +18.9% | -111.8% | -94.5% |
| All | -91.6% | +37.7% | -129.3% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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