-77.8%
SNAP vs EAT
+498.3%
-576.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.2% |
| 7D | +1.5% | -4.9% | +6.4% | +2.9% |
| 30D | +1.9% | -1.2% | +3.1% | +1.6% |
| 3M | -3.9% | +52.2% | -56.1% | -16.4% |
| 6M | +5.2% | +65.0% | -59.8% | -11.8% |
| YTD | -32.7% | +55.0% | -87.7% | -42.8% |
| 1Y | -24.8% | +42.1% | -66.9% | -35.2% |
| 3Y | -42.2% | +614.7% | -656.9% | -70.5% |
| 5Y | -92.7% | +322.7% | -415.4% | -95.9% |
| All | -77.8% | +498.3% | -576.1% | -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