-55.8%
SNAP vs ED
+47.3%
-103.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -0.6% |
| 7D | -10.6% | +2.1% | -12.7% | -9.6% |
| 30D | -19.7% | +12.4% | -32.2% | -14.6% |
| 3M | -6.5% | +13.1% | -19.7% | -0.3% |
| 6M | -17.8% | +14.1% | -31.8% | -11.4% |
| YTD | -38.0% | +23.1% | -61.1% | -30.2% |
| 1Y | -42.5% | +25.4% | -67.9% | -34.4% |
| 3Y | -55.8% | +47.9% | -103.7% | -50.9% |
| All | -55.8% | +47.3% | -103.1% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling