-78.5%
SNAP vs Z
-15.3%
-63.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.6% |
| 30D | -13.8% | +5.2% | -19.0% | -16.0% |
| 3M | -0.8% | -17.0% | +16.3% | +7.2% |
| 6M | -6.2% | -22.7% | +16.4% | +4.3% |
| YTD | -34.8% | -56.3% | +21.5% | -6.9% |
| 1Y | -38.7% | -57.7% | +19.0% | -11.9% |
| 3Y | -53.5% | -16.5% | -36.9% | -53.5% |
| 5Y | -90.2% | -53.4% | -36.8% | -87.5% |
| All | -78.5% | -15.3% | -63.2% | -78.4% |
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