-77.7%
SNAP vs EAT
+519.1%
-596.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +2.6% | +1.9% | +0.7% | +1.4% |
| 3M | -9.9% | +68.7% | -78.5% | -24.0% |
| 6M | +1.9% | +66.9% | -65.0% | -14.9% |
| YTD | -32.2% | +60.4% | -92.6% | -43.0% |
| 1Y | -22.8% | +44.0% | -66.8% | -33.7% |
| 3Y | -47.6% | +604.7% | -652.3% | -73.2% |
| 5Y | -92.7% | +347.0% | -439.7% | -96.0% |
| All | -77.7% | +519.1% | -596.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling