-91.0%
SNAP vs XRT
-5.3%
-85.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -0.4% |
| 7D | -7.1% | +0.9% | -8.0% | -7.8% |
| 30D | -14.6% | +7.9% | -22.6% | -22.2% |
| 3M | -5.0% | -0.2% | -4.8% | -4.9% |
| 6M | -18.8% | +5.6% | -24.4% | -24.1% |
| YTD | -38.5% | +5.7% | -44.2% | -42.5% |
| 1Y | -38.1% | +14.6% | -52.7% | -47.9% |
| 3Y | -53.8% | +50.7% | -104.4% | -73.0% |
| All | -91.0% | -5.3% | -85.6% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling