-90.5%
SNAP vs VSXY
+126.6%
-217.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +0.6% |
| 7D | -7.3% | +15.2% | -22.5% | -10.3% |
| 30D | -18.9% | +37.0% | -55.9% | -24.7% |
| 3M | -5.3% | +15.2% | -20.5% | -9.2% |
| 6M | -16.9% | +136.3% | -153.2% | -36.5% |
| YTD | -37.4% | +109.6% | -147.0% | -51.3% |
| 1Y | -38.5% | +223.7% | -262.2% | -58.4% |
| 3Y | -55.1% | +516.3% | -571.4% | -78.6% |
| All | -90.5% | +126.6% | -217.0% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling