-78.0%
SE vs SNAP
-90.7%
+12.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.9% |
| 7D | +2.0% | -7.1% | +9.1% | +4.2% |
| 30D | -20.0% | -14.6% | -5.4% | -16.5% |
| 3M | -31.8% | -5.0% | -26.8% | -31.5% |
| 6M | -15.9% | -18.8% | +2.9% | -12.3% |
| YTD | -40.6% | -38.5% | -2.1% | -33.4% |
| 1Y | -50.7% | -38.1% | -12.6% | -45.0% |
| 3Y | +70.3% | -53.8% | +124.1% | +72.7% |
| All | -78.0% | -90.7% | +12.7% | -54.2% |
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 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