-91.0%
SNAP vs ECL
+37.7%
-128.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.2% |
| 7D | -7.1% | -0.8% | -6.4% | -6.1% |
| 30D | -14.6% | +8.1% | -22.7% | -19.8% |
| 3M | -5.0% | +6.4% | -11.3% | -9.6% |
| 6M | -18.8% | +14.8% | -33.6% | -27.8% |
| YTD | -38.5% | +15.5% | -54.0% | -46.2% |
| 1Y | -38.1% | +20.1% | -58.2% | -47.9% |
| 3Y | -53.8% | +77.8% | -131.5% | -74.8% |
| All | -91.0% | +37.7% | -128.6% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling