+144.3%
EXPE vs SNAP
-77.0%
+221.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.8% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -13.6% | +0.2% | -13.8% | -13.8% |
| 3M | +26.6% | +2.6% | +24.0% | +25.3% |
| 6M | +19.9% | +12.4% | +7.5% | +15.8% |
| YTD | -1.7% | -31.6% | +29.9% | +3.7% |
| 1Y | +29.4% | -21.7% | +51.1% | +32.9% |
| 3Y | +155.7% | -41.2% | +196.9% | +160.6% |
| 5Y | +93.1% | -92.6% | +185.7% | +142.2% |
| All | +144.3% | -77.0% | +221.3% | +114.5% |
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