+50.0%
EXPE vs SNAP
-22.3%
+72.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.9% | +4.6% | +8.6% |
| 7D | +14.6% | -0.7% | +15.3% | +14.7% |
| 30D | +21.4% | +5.5% | +15.9% | +18.8% |
| 3M | +1.4% | +2.2% | -0.9% | -0.4% |
| 6M | +28.6% | -4.1% | +32.7% | +26.9% |
| YTD | +12.1% | -26.6% | +38.8% | +29.1% |
| 1Y | +50.0% | -20.7% | +70.8% | +65.2% |
| All | +50.0% | -22.3% | +72.3% | +65.2% |
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