+534.4%
SNPS vs SNAP
-79.3%
+613.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.7% |
| 7D | -3.7% | -7.1% | +3.4% | -2.6% |
| 30D | -10.4% | -14.6% | +4.2% | -8.3% |
| 3M | +11.0% | -5.0% | +15.9% | +11.3% |
| 6M | -10.7% | -18.8% | +8.1% | -8.7% |
| YTD | -4.1% | -38.5% | +34.4% | +2.0% |
| 1Y | +13.7% | -38.1% | +51.8% | +20.7% |
| 3Y | -8.1% | -53.8% | +45.7% | -2.7% |
| 5Y | +32.2% | -90.7% | +122.9% | +60.3% |
| All | +534.4% | -79.3% | +613.7% | +487.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling