-78.5%
SNAP vs EAT
+433.3%
-511.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +6.0% | -4.0% | +10.0% | +7.3% |
| 30D | -13.8% | -2.9% | -10.9% | -13.3% |
| 3M | -0.8% | -16.9% | +16.1% | +3.9% |
| 6M | -6.2% | +57.0% | -63.2% | -20.2% |
| YTD | -34.8% | +38.2% | -73.0% | -43.1% |
| 1Y | -38.7% | +69.3% | -108.0% | -50.1% |
| 3Y | -53.5% | +483.0% | -536.4% | -74.9% |
| 5Y | -90.2% | +364.1% | -454.4% | -94.6% |
| All | -78.5% | +433.3% | -511.8% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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