-13.6%
SOUN vs SNAP
-81.0%
+67.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | -4.4% | -5.0% | +0.6% | -2.5% |
| 30D | -13.1% | -0.7% | -12.4% | -13.5% |
| 3M | -7.7% | -5.0% | -2.7% | -7.4% |
| 6M | -21.2% | +3.5% | -24.7% | -23.7% |
| YTD | -35.0% | -34.2% | -0.8% | -25.4% |
| 1Y | -56.4% | -27.1% | -29.3% | -52.1% |
| 3Y | +181.7% | -43.5% | +225.2% | +210.1% |
| All | -13.6% | -81.0% | +67.4% | +16.8% |
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 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