-79.4%
SNAP vs ECL
+171.2%
-250.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -6.7% |
| 30D | -18.9% | +8.8% | -27.8% | -23.1% |
| 3M | -5.3% | +7.8% | -13.1% | -9.7% |
| 6M | -16.9% | +21.3% | -38.3% | -26.9% |
| YTD | -37.4% | +17.8% | -55.2% | -44.2% |
| 1Y | -38.5% | +21.1% | -59.6% | -46.2% |
| 3Y | -55.1% | +80.1% | -135.1% | -70.5% |
| 5Y | -90.8% | +40.5% | -131.3% | -93.1% |
| All | -79.4% | +171.2% | -250.6% | -89.8% |
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