-90.5%
SNAP vs ECL
+38.6%
-129.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.6% |
| 7D | +6.0% | +2.9% | +3.2% | +3.6% |
| 30D | -13.8% | +7.5% | -21.3% | -18.5% |
| 3M | -0.8% | +12.2% | -13.0% | -9.7% |
| 6M | -6.2% | +24.6% | -30.8% | -22.2% |
| YTD | -34.8% | +18.8% | -53.6% | -44.3% |
| 1Y | -38.7% | +19.3% | -58.0% | -48.0% |
| 3Y | -53.5% | +78.2% | -131.7% | -74.5% |
| All | -90.5% | +38.6% | -129.1% | -94.0% |
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