-79.6%
SNAP vs EAT
+424.8%
-504.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.2% |
| 7D | -10.6% | -5.9% | -4.6% | -8.8% |
| 30D | -19.7% | +0.7% | -20.4% | -20.2% |
| 3M | -6.5% | -14.2% | +7.7% | -3.6% |
| 6M | -17.8% | +40.7% | -58.5% | -27.8% |
| YTD | -38.0% | +36.0% | -74.0% | -45.7% |
| 1Y | -42.5% | +83.1% | -125.5% | -54.4% |
| 3Y | -55.8% | +474.8% | -530.6% | -76.1% |
| 5Y | -90.5% | +347.6% | -438.1% | -94.7% |
| All | -79.6% | +424.8% | -504.4% | -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