+39.5%
EXPE vs SNAP
-90.7%
+130.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.3% |
| 7D | -9.3% | -7.1% | -2.2% | -7.6% |
| 30D | +0.1% | -14.6% | +14.8% | +3.7% |
| 3M | -15.3% | -5.0% | -10.3% | -14.4% |
| 6M | +5.5% | -18.8% | +24.3% | +9.3% |
| YTD | -8.0% | -38.5% | +30.6% | +0.1% |
| 1Y | +18.9% | -38.1% | +57.0% | +29.0% |
| 3Y | +135.5% | -53.8% | +189.3% | +151.3% |
| All | +39.5% | -90.7% | +130.2% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling