-29.8%
SYK vs SNAP
-22.0%
-7.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -5.9% | -2.1% |
| 7D | -12.3% | -3.2% | -9.2% | -12.2% |
| 30D | -22.4% | +0.2% | -22.6% | -22.5% |
| 3M | -12.3% | +2.6% | -14.9% | -12.8% |
| 6M | -24.3% | +12.4% | -36.7% | -25.3% |
| YTD | -22.8% | -31.6% | +8.8% | -22.7% |
| All | -29.8% | -22.0% | -7.8% | -30.0% |
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