-12.4%
SOUN vs SNAP
-80.5%
+68.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -4.1% | +1.5% | -5.6% | -4.8% |
| 30D | -18.1% | +1.9% | -20.0% | -19.3% |
| 3M | -12.3% | -3.9% | -8.4% | -12.4% |
| 6M | -18.6% | +5.2% | -23.8% | -21.7% |
| YTD | -34.1% | -32.7% | -1.4% | -25.0% |
| 1Y | -57.0% | -24.8% | -32.2% | -53.4% |
| 3Y | +185.7% | -42.2% | +227.8% | +211.7% |
| All | -12.4% | -80.5% | +68.1% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling