-79.6%
SNAP vs XRT
+148.1%
-227.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -10.6% | +4.1% | -14.7% | -13.3% |
| 30D | -19.7% | +9.9% | -29.7% | -25.9% |
| 3M | -6.5% | +2.3% | -8.8% | -8.3% |
| 6M | -17.8% | +9.6% | -27.3% | -23.8% |
| YTD | -38.0% | +9.1% | -47.2% | -42.2% |
| 1Y | -42.5% | +16.2% | -58.7% | -49.2% |
| 3Y | -55.8% | +60.1% | -115.9% | -69.5% |
| 5Y | -90.5% | -0.5% | -90.1% | -90.8% |
| All | -79.6% | +148.1% | -227.7% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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