+292.7%
SPGI vs SNAP
-77.2%
+369.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | +5.7% | +1.9% | +3.8% | +4.4% |
| YTD | -9.7% | -32.2% | +22.5% | -7.0% |
| 1Y | -12.5% | -22.8% | +10.4% | -11.5% |
| 3Y | +21.8% | -47.6% | +69.4% | +22.4% |
| 5Y | +8.2% | -92.7% | +100.9% | +24.0% |
| All | +292.7% | -77.2% | +369.9% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling