+16.0%
SPGI vs SNAP
-90.0%
+106.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -0.3% |
| 7D | -1.4% | -9.8% | +8.4% | -0.5% |
| 30D | +15.3% | -18.2% | +33.5% | +17.2% |
| 3M | +16.5% | -3.1% | +19.6% | +16.3% |
| 6M | +19.8% | -7.1% | +27.0% | +19.6% |
| YTD | -3.2% | -33.8% | +30.6% | -0.9% |
| 1Y | +1.8% | -39.0% | +40.8% | +5.0% |
| 3Y | +30.6% | -52.8% | +83.4% | +31.9% |
| 5Y | +16.0% | -90.0% | +106.0% | +31.8% |
| All | +16.0% | -90.0% | +106.0% | +31.8% |
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 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