-52.7%
SNAP vs XRT
+61.0%
-113.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.9% |
| 7D | -9.8% | -1.4% | -8.4% | -8.0% |
| 30D | -18.2% | +9.8% | -28.0% | -26.2% |
| 3M | -3.1% | +3.3% | -6.4% | -6.4% |
| 6M | -7.1% | +13.6% | -20.7% | -19.3% |
| YTD | -33.8% | +9.1% | -42.9% | -39.7% |
| 1Y | -39.0% | +15.1% | -54.1% | -47.9% |
| All | -52.7% | +61.0% | -113.7% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling