-42.5%
SNAP vs XRT
+15.8%
-58.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -10.6% | +4.1% | -14.7% | -13.5% |
| 30D | -19.7% | +9.9% | -29.7% | -26.6% |
| 3M | -6.5% | +2.3% | -8.8% | -8.3% |
| 6M | -17.8% | +9.6% | -27.3% | -23.7% |
| YTD | -38.0% | +9.1% | -47.2% | -42.4% |
| 1Y | -42.5% | +16.2% | -58.7% | -48.1% |
| All | -42.5% | +15.8% | -58.2% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling