+185.7%
SOUN vs SNAP
-43.9%
+229.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -4.1% | +1.5% | -5.6% | -4.9% |
| 30D | -18.1% | +1.9% | -20.0% | -19.5% |
| 3M | -12.3% | -3.9% | -8.4% | -12.5% |
| 6M | -18.6% | +5.2% | -23.8% | -22.6% |
| YTD | -34.1% | -32.7% | -1.4% | -23.7% |
| 1Y | -57.0% | -24.8% | -32.2% | -53.0% |
| 3Y | +185.7% | -42.2% | +227.8% | +149.1% |
| All | +185.7% | -43.9% | +229.6% | +149.1% |
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