+81.9%
EQT vs SNAP
-77.0%
+158.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +4.8% | +2.6% | +2.2% | +4.2% |
| 6M | -10.6% | +12.4% | -23.0% | -11.9% |
| YTD | +3.4% | -31.6% | +35.0% | +5.2% |
| 1Y | +8.7% | -21.7% | +30.4% | +9.3% |
| 3Y | +35.0% | -41.2% | +76.2% | +35.1% |
| 5Y | +204.2% | -92.6% | +296.8% | +217.3% |
| All | +81.9% | -77.0% | +158.9% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling