-38.7%
SNAP vs ECL
+19.9%
-58.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | +6.0% | +2.9% | +3.2% | +4.7% |
| 30D | -13.8% | +7.5% | -21.3% | -15.8% |
| 3M | -0.8% | +12.2% | -13.0% | -4.7% |
| 6M | -6.2% | +24.6% | -30.8% | -12.5% |
| YTD | -34.8% | +18.8% | -53.6% | -39.2% |
| 1Y | -38.7% | +19.3% | -58.0% | -42.6% |
| All | -38.7% | +19.9% | -58.6% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling