+120.8%
EXPE vs SNAP
-53.6%
+174.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | -0.5% | +6.0% | -6.5% | -2.1% |
| 30D | -6.1% | -13.8% | +7.7% | -2.3% |
| 3M | -21.3% | -0.8% | -20.6% | -21.2% |
| 6M | +19.0% | -6.2% | +25.2% | +19.6% |
| YTD | -8.4% | -34.8% | +26.4% | -1.0% |
| 1Y | -2.8% | -38.7% | +35.9% | +6.5% |
| 3Y | +120.8% | -53.5% | +174.2% | +145.3% |
| All | +120.8% | -53.6% | +174.3% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling