-15.6%
SNPS vs SNAP
-46.7%
+31.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.5% |
| 7D | -11.0% | +0.7% | -11.8% | -11.1% |
| 30D | -1.7% | +2.6% | -4.4% | -2.6% |
| 3M | -20.4% | -9.9% | -10.5% | -19.2% |
| 6M | -8.6% | +1.9% | -10.5% | -10.8% |
| YTD | -16.2% | -32.2% | +16.1% | -10.4% |
| 1Y | -34.6% | -22.8% | -11.7% | -32.0% |
| All | -15.6% | -46.7% | +31.1% | -14.8% |
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