-92.8%
SNAP vs XRT
-1.0%
-91.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -5.2% |
| 7D | +0.7% | +0.8% | -0.1% | -0.3% |
| 30D | +2.6% | -4.2% | +6.8% | +8.0% |
| 3M | -9.9% | +5.1% | -15.0% | -15.1% |
| 6M | +1.9% | +2.4% | -0.6% | -0.9% |
| YTD | -32.2% | +3.2% | -35.4% | -34.7% |
| 1Y | -22.8% | +1.5% | -24.4% | -24.8% |
| 3Y | -47.6% | +40.6% | -88.2% | -66.2% |
| All | -92.8% | -1.0% | -91.8% | -93.4% |
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