+501.7%
SPCX vs SNAP
-40.1%
+541.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +10.5% |
| 7D | +4.2% | -7.3% | +11.5% | -23.9% |
| 30D | -12.6% | -18.9% | +6.3% | -58.9% |
| 3M | +6.7% | -5.3% | +12.0% | -30.4% |
| 6M | +453.2% | -38.5% | +491.7% | +94.1% |
| YTD | +453.2% | -38.5% | +491.7% | +94.1% |
| 1Y | +453.2% | -38.5% | +491.7% | +94.1% |
| All | +501.7% | -40.1% | +541.8% | +106.1% |
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 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