-79.6%
SNAP vs ECL
+170.6%
-250.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -10.6% | +0.4% | -11.0% | -10.5% |
| 30D | -19.7% | +8.6% | -28.3% | -23.8% |
| 3M | -6.5% | +7.9% | -14.4% | -10.9% |
| 6M | -17.8% | +21.0% | -38.8% | -27.5% |
| YTD | -38.0% | +17.5% | -55.6% | -44.6% |
| 1Y | -42.5% | +19.7% | -62.1% | -49.3% |
| 3Y | -55.8% | +77.4% | -133.3% | -70.7% |
| 5Y | -90.5% | +38.7% | -129.2% | -92.8% |
| All | -79.6% | +170.6% | -250.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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