-79.4%
SNAP vs Z
-12.8%
-66.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.1% |
| 7D | -7.3% | -5.2% | -2.2% | -4.8% |
| 30D | -18.9% | +5.7% | -24.7% | -21.3% |
| 3M | -5.3% | -8.7% | +3.5% | -2.0% |
| 6M | -16.9% | -26.0% | +9.0% | -5.7% |
| YTD | -37.4% | -55.0% | +17.6% | -11.8% |
| 1Y | -38.5% | -58.0% | +19.5% | -11.2% |
| 3Y | -55.1% | -15.2% | -39.9% | -55.4% |
| 5Y | -90.8% | -53.8% | -37.0% | -88.3% |
| All | -79.4% | -12.8% | -66.6% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling