-12.9%
SNPS vs SNAP
-53.6%
+40.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +1.1% | +6.0% | -5.0% | -0.4% |
| 30D | -5.2% | -13.8% | +8.6% | -2.3% |
| 3M | +10.6% | -0.8% | +11.3% | +9.7% |
| 6M | -10.6% | -6.2% | -4.4% | -11.0% |
| YTD | -3.1% | -34.8% | +31.7% | +3.9% |
| 1Y | +15.6% | -38.7% | +54.2% | +25.4% |
| 3Y | -12.9% | -53.5% | +40.5% | -10.2% |
| All | -12.9% | -53.6% | +40.6% | -10.2% |
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