-90.3%
SNAP vs Z
-54.7%
-35.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -0.9% |
| 7D | +2.6% | -4.9% | +7.5% | +5.7% |
| 30D | -19.6% | +3.0% | -22.5% | -21.5% |
| 3M | +0.4% | -13.4% | +13.8% | +7.7% |
| 6M | -5.9% | -27.3% | +21.4% | +11.9% |
| YTD | -35.3% | -57.8% | +22.5% | +5.8% |
| 1Y | -42.6% | -60.0% | +17.4% | -3.9% |
| 3Y | -53.9% | -21.5% | -32.4% | -57.4% |
| 5Y | -90.3% | -55.0% | -35.3% | -87.9% |
| All | -90.3% | -54.7% | -35.5% | -87.9% |
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