-78.7%
SNAP vs Z
-18.1%
-60.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.2% |
| 7D | +2.6% | -4.9% | +7.5% | +4.9% |
| 30D | -19.6% | +3.0% | -22.5% | -20.9% |
| 3M | +0.4% | -13.4% | +13.8% | +6.3% |
| 6M | -5.9% | -27.3% | +21.4% | +7.6% |
| YTD | -35.3% | -57.8% | +22.5% | -6.1% |
| 1Y | -42.6% | -60.0% | +17.4% | -15.2% |
| 3Y | -53.9% | -21.5% | -32.4% | -52.6% |
| 5Y | -90.3% | -55.0% | -35.3% | -87.4% |
| All | -78.7% | -18.1% | -60.6% | -78.2% |
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