-13.4%
SPGI vs SNAP
-25.0%
+11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | -1.1% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +8.4% | +2.6% | +5.8% | +7.9% |
| 3M | +11.8% | -9.9% | +21.7% | +11.8% |
| 6M | +5.7% | +1.9% | +3.8% | +3.7% |
| YTD | -9.7% | -32.2% | +22.5% | -10.1% |
| All | -13.4% | -25.0% | +11.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling