-53.8%
SNAP vs ED
+44.5%
-98.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -3.8% |
| 7D | -7.1% | +1.6% | -8.8% | -6.4% |
| 30D | -14.6% | +13.3% | -27.9% | -8.7% |
| 3M | -5.0% | +9.7% | -14.7% | -0.2% |
| 6M | -18.8% | +12.8% | -31.6% | -13.1% |
| YTD | -38.5% | +22.3% | -60.9% | -30.9% |
| 1Y | -38.1% | +26.3% | -64.4% | -29.1% |
| 3Y | -53.8% | +45.0% | -98.8% | -47.7% |
| All | -53.8% | +44.5% | -98.3% | -47.7% |
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