-18.8%
SNAP vs ECL
+15.5%
-34.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.5% |
| 7D | -7.1% | -0.8% | -6.4% | -5.8% |
| 30D | -14.6% | +8.1% | -22.7% | -16.8% |
| 3M | -5.0% | +6.4% | -11.3% | -6.5% |
| 6M | -18.8% | +14.8% | -33.6% | -21.2% |
| All | -18.8% | +15.5% | -34.4% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling