-79.4%
SNAP vs XHB
+215.0%
-294.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | -1.0% |
| 7D | -7.3% | +1.3% | -8.7% | -8.0% |
| 30D | -18.9% | +11.8% | -30.7% | -25.7% |
| 3M | -5.3% | -3.8% | -1.4% | -2.4% |
| 6M | -16.9% | +4.1% | -21.0% | -20.4% |
| YTD | -37.4% | +4.0% | -41.4% | -41.0% |
| 1Y | -38.5% | +1.6% | -40.1% | -41.2% |
| 3Y | -55.1% | +43.2% | -98.2% | -68.3% |
| 5Y | -90.8% | +35.8% | -126.6% | -93.2% |
| All | -79.4% | +215.0% | -294.4% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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