-92.8%
SNAP vs Z
-64.8%
-28.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.8% |
| 7D | +0.7% | -3.0% | +3.7% | +2.5% |
| 30D | +2.6% | -4.2% | +6.8% | +4.7% |
| 3M | -9.9% | -3.7% | -6.2% | -8.6% |
| 6M | +1.9% | -24.5% | +26.4% | +17.9% |
| YTD | -32.2% | -49.3% | +17.1% | -2.4% |
| 1Y | -22.8% | -58.7% | +35.8% | +22.8% |
| 3Y | -47.6% | -34.1% | -13.5% | -41.9% |
| All | -92.8% | -64.8% | -28.0% | -92.0% |
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