-77.7%
SNAP vs ECL
+146.3%
-224.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -2.6% | +3.3% | +2.5% |
| 30D | +2.6% | -2.2% | +4.8% | +4.2% |
| 3M | -9.9% | +10.1% | -20.0% | -15.5% |
| 6M | +1.9% | -5.7% | +7.6% | +5.3% |
| YTD | -32.2% | +7.0% | -39.2% | -35.6% |
| 1Y | -22.8% | +2.7% | -25.5% | -25.3% |
| 3Y | -47.6% | +57.7% | -105.3% | -62.4% |
| 5Y | -92.7% | +31.1% | -123.9% | -94.2% |
| All | -77.7% | +146.3% | -224.0% | -88.2% |
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 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