+163.0%
EXPE vs SNAP
-77.2%
+240.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.4% | -0.9% |
| 7D | -9.5% | +0.7% | -10.3% | -9.7% |
| 30D | -6.6% | +2.6% | -9.3% | -7.2% |
| 3M | +31.4% | -9.9% | +41.3% | +33.0% |
| 6M | +35.2% | +1.9% | +33.3% | +32.9% |
| YTD | +5.8% | -32.2% | +38.0% | +11.8% |
| 1Y | +38.7% | -22.8% | +61.5% | +42.8% |
| 3Y | +175.8% | -47.6% | +223.4% | +186.3% |
| 5Y | +111.8% | -92.7% | +204.6% | +166.5% |
| All | +163.0% | -77.2% | +240.2% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling