-79.7%
SNAP vs ECL
+165.9%
-245.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.5% |
| 7D | -7.1% | -0.8% | -6.4% | -6.3% |
| 30D | -14.6% | +8.1% | -22.7% | -18.7% |
| 3M | -5.0% | +6.4% | -11.3% | -8.6% |
| 6M | -18.8% | +14.8% | -33.6% | -25.9% |
| YTD | -38.5% | +15.5% | -54.0% | -44.4% |
| 1Y | -38.1% | +20.1% | -58.2% | -45.6% |
| 3Y | -53.8% | +77.8% | -131.5% | -69.4% |
| 5Y | -90.7% | +37.9% | -128.5% | -92.9% |
| All | -79.7% | +165.9% | -245.6% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling