-79.4%
SNAP vs EAT
+447.3%
-526.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -7.3% | -3.9% | -3.4% | -6.1% |
| 30D | -18.9% | +5.0% | -23.9% | -20.4% |
| 3M | -5.3% | -9.6% | +4.4% | -3.7% |
| 6M | -16.9% | +46.8% | -63.7% | -27.9% |
| YTD | -37.4% | +41.8% | -79.2% | -45.8% |
| 1Y | -38.5% | +98.3% | -136.8% | -52.4% |
| 3Y | -55.1% | +503.1% | -558.1% | -76.0% |
| 5Y | -90.8% | +356.7% | -447.4% | -94.9% |
| All | -79.4% | +447.3% | -526.7% | -90.7% |
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