-79.7%
SNAP vs XRT
+140.2%
-220.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -1.1% |
| 7D | -7.1% | +0.9% | -8.0% | -7.5% |
| 30D | -14.6% | +7.9% | -22.6% | -19.9% |
| 3M | -5.0% | -0.2% | -4.8% | -4.7% |
| 6M | -18.8% | +5.6% | -24.4% | -22.2% |
| YTD | -38.5% | +5.7% | -44.2% | -41.0% |
| 1Y | -38.1% | +14.6% | -52.7% | -44.6% |
| 3Y | -53.8% | +50.7% | -104.4% | -66.5% |
| 5Y | -90.7% | -4.8% | -85.8% | -90.6% |
| All | -79.7% | +140.2% | -220.0% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling