-47.7%
SNAP vs ECL
+57.4%
-105.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -2.6% | +3.3% | +2.2% |
| 30D | +2.6% | -2.2% | +4.8% | +3.9% |
| 3M | -9.9% | +10.1% | -20.0% | -14.4% |
| 6M | +1.9% | -5.7% | +7.6% | +5.1% |
| YTD | -32.2% | +7.0% | -39.2% | -35.1% |
| 1Y | -22.8% | +2.7% | -25.5% | -24.7% |
| All | -47.7% | +57.4% | -105.1% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling