+314.2%
SPGI vs SNAP
-79.3%
+393.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | +0.3% | -7.1% | +7.4% | +0.9% |
| 30D | +18.4% | -14.6% | +33.0% | +20.1% |
| 3M | +15.7% | -5.0% | +20.7% | +15.8% |
| 6M | +17.3% | -18.8% | +36.1% | +18.8% |
| YTD | -4.7% | -38.5% | +33.8% | -1.2% |
| 1Y | +1.8% | -38.1% | +39.9% | +5.3% |
| 3Y | +31.7% | -53.8% | +85.5% | +33.9% |
| 5Y | +12.1% | -90.7% | +102.7% | +25.2% |
| All | +314.2% | -79.3% | +393.5% | +247.3% |
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