+520.1%
SNPS vs SNAP
-78.8%
+598.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.0% | +9.1% | -2.5% |
| 7D | -10.2% | -10.4% | +0.2% | -8.6% |
| 30D | -12.8% | -11.9% | -0.9% | -11.2% |
| 3M | +9.9% | -4.5% | +14.4% | +10.1% |
| 6M | -12.4% | -16.7% | +4.3% | -10.8% |
| YTD | -6.3% | -36.9% | +30.7% | -0.7% |
| 1Y | +7.6% | -30.3% | +37.9% | +11.9% |
| 3Y | -9.8% | -52.5% | +42.8% | -4.9% |
| 5Y | +29.2% | -90.4% | +119.6% | +56.1% |
| All | +520.1% | -78.8% | +598.9% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling