-34.6%
SNPS vs SNAP
-24.3%
-10.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.2% |
| 7D | -11.0% | +0.7% | -11.8% | -11.2% |
| 30D | -1.7% | +2.6% | -4.4% | -3.0% |
| 3M | -20.4% | -9.9% | -10.5% | -18.4% |
| 6M | -8.6% | +1.9% | -10.5% | -11.5% |
| YTD | -16.2% | -32.2% | +16.1% | -1.6% |
| 1Y | -34.6% | -22.8% | -11.7% | -32.3% |
| All | -34.6% | -24.3% | -10.2% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling