-91.6%
SNAP vs VSXY
+99.7%
-191.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.0% |
| 7D | -9.8% | +0.8% | -10.6% | -9.9% |
| 30D | -18.2% | +24.0% | -42.2% | -22.2% |
| 3M | -3.1% | +16.7% | -19.8% | -7.3% |
| 6M | -7.1% | +138.6% | -145.7% | -28.9% |
| YTD | -33.8% | +102.8% | -136.6% | -47.8% |
| 1Y | -39.0% | +214.2% | -253.2% | -58.0% |
| 3Y | -52.8% | +461.4% | -514.2% | -75.9% |
| 5Y | -90.0% | +118.3% | -208.3% | -93.1% |
| All | -91.6% | +99.7% | -191.3% | -94.2% |
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