+452.1%
SNPS vs SNAP
-77.4%
+529.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -5.5% | +1.5% | -7.0% | -5.7% |
| 30D | -5.8% | +1.9% | -7.6% | -6.3% |
| 3M | -17.2% | -3.9% | -13.3% | -17.3% |
| 6M | -10.4% | +5.2% | -15.6% | -12.3% |
| YTD | -16.5% | -32.7% | +16.2% | -12.2% |
| 1Y | -35.6% | -24.8% | -10.8% | -33.5% |
| 3Y | -14.6% | -42.2% | +27.6% | -12.6% |
| 5Y | +16.5% | -92.7% | +109.1% | +45.2% |
| All | +452.1% | -77.4% | +529.5% | +405.4% |
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