-91.4%
SNAP vs VSXY
+37.4%
-128.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.6% |
| 7D | +0.7% | -14.0% | +14.7% | +4.0% |
| 30D | +2.6% | -15.9% | +18.5% | +6.2% |
| 3M | -9.9% | +3.4% | -13.3% | -11.7% |
| 6M | +1.9% | +25.9% | -24.1% | -8.8% |
| YTD | -32.2% | +39.5% | -71.7% | -41.4% |
| 1Y | -22.8% | +194.4% | -217.2% | -47.2% |
| 3Y | -47.6% | +281.4% | -329.0% | -71.0% |
| 5Y | -92.7% | +12.8% | -105.5% | -94.4% |
| All | -91.4% | +37.4% | -128.8% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling