+4,601.6%
SNDK vs SNAP
-48.7%
+4,650.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.0% | -5.7% |
| 7D | +8.8% | -3.2% | +12.0% | +10.0% |
| 30D | +33.2% | +0.2% | +33.0% | +31.1% |
| 3M | +3.0% | +2.6% | +0.4% | -0.7% |
| 6M | +173.5% | +12.4% | +161.1% | +149.1% |
| YTD | +613.0% | -31.6% | +644.6% | +738.1% |
| 1Y | +2,189.8% | -21.7% | +2,211.5% | +2,467.6% |
| All | +4,601.6% | -48.7% | +4,650.3% | +7,279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling