-90.5%
SNAP vs Z
-53.4%
-37.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -1.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.4% |
| 30D | -13.8% | +5.2% | -19.0% | -16.9% |
| 3M | -0.8% | -17.0% | +16.3% | +9.6% |
| 6M | -6.2% | -22.7% | +16.4% | +7.4% |
| YTD | -34.8% | -56.3% | +21.5% | +4.4% |
| 1Y | -38.7% | -57.7% | +19.0% | -1.1% |
| 3Y | -53.5% | -16.5% | -36.9% | -58.7% |
| All | -90.5% | -53.4% | -37.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling