-79.7%
SNAP vs EAT
+455.5%
-535.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.7% |
| 7D | -7.1% | -2.6% | -4.5% | -6.2% |
| 30D | -14.6% | +11.5% | -26.1% | -17.5% |
| 3M | -5.0% | -9.1% | +4.1% | -3.6% |
| 6M | -18.8% | +40.4% | -59.2% | -28.7% |
| YTD | -38.5% | +43.9% | -82.5% | -47.0% |
| 1Y | -38.1% | +101.9% | -140.0% | -52.3% |
| 3Y | -53.8% | +489.9% | -543.6% | -75.2% |
| 5Y | -90.7% | +362.6% | -453.3% | -94.8% |
| All | -79.7% | +455.5% | -535.2% | -90.9% |
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