-10.1%
SNPS vs SNAP
-52.6%
+42.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.0% | +9.1% | -1.6% |
| 7D | -10.2% | -10.4% | +0.2% | -8.0% |
| 30D | -12.8% | -11.9% | -0.9% | -10.7% |
| 3M | +9.9% | -4.5% | +14.4% | +10.0% |
| 6M | -12.4% | -16.7% | +4.3% | -10.2% |
| YTD | -6.3% | -36.9% | +30.7% | +1.3% |
| 1Y | +7.6% | -30.3% | +37.9% | +13.3% |
| All | -10.1% | -52.6% | +42.5% | -4.7% |
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