-78.7%
SNAP vs XHB
+201.2%
-279.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -0.9% |
| 7D | +2.6% | -2.4% | +5.0% | +4.5% |
| 30D | -19.6% | +7.1% | -26.6% | -23.7% |
| 3M | +0.4% | -6.0% | +6.3% | +5.2% |
| 6M | -5.9% | +2.1% | -8.0% | -8.5% |
| YTD | -35.3% | -0.6% | -34.7% | -36.8% |
| 1Y | -42.6% | -3.3% | -39.3% | -42.9% |
| 3Y | -53.9% | +34.1% | -88.0% | -65.7% |
| 5Y | -90.3% | +28.6% | -118.9% | -92.6% |
| All | -78.7% | +201.2% | -279.9% | -91.8% |
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