-90.3%
SNAP vs XRT
-4.1%
-86.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | 0.0% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | -19.6% | +7.5% | -27.1% | -26.4% |
| 3M | +0.4% | +2.3% | -2.0% | -2.6% |
| 6M | -5.9% | +12.8% | -18.8% | -19.2% |
| YTD | -35.3% | +7.1% | -42.4% | -40.5% |
| 1Y | -42.6% | +12.3% | -54.8% | -50.5% |
| 3Y | -53.9% | +57.0% | -110.9% | -74.5% |
| 5Y | -90.3% | -4.3% | -86.0% | -90.5% |
| All | -90.3% | -4.1% | -86.2% | -90.5% |
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