-79.6%
SNAP vs Z
-17.6%
-62.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +1.6% |
| 7D | -10.6% | -6.5% | -4.1% | -7.5% |
| 30D | -19.7% | -0.1% | -19.6% | -20.1% |
| 3M | -6.5% | -14.1% | +7.6% | -0.7% |
| 6M | -17.8% | -30.1% | +12.3% | -4.2% |
| YTD | -38.0% | -57.5% | +19.5% | -10.4% |
| 1Y | -42.5% | -60.3% | +17.9% | -14.8% |
| 3Y | -55.8% | -21.0% | -34.8% | -54.7% |
| 5Y | -90.5% | -54.9% | -35.6% | -87.8% |
| All | -79.6% | -17.6% | -62.0% | -79.2% |
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