-77.7%
SNAP vs ED
+98.2%
-175.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +2.6% | -0.1% | +2.8% | +2.6% |
| 3M | -9.9% | +3.9% | -13.8% | -9.3% |
| 6M | +1.9% | -3.0% | +4.9% | +1.6% |
| YTD | -32.2% | +10.7% | -42.9% | -31.1% |
| 1Y | -22.8% | +13.3% | -36.2% | -21.3% |
| 3Y | -47.6% | +34.5% | -82.1% | -46.1% |
| 5Y | -92.7% | +67.1% | -159.9% | -92.4% |
| All | -77.7% | +98.2% | -175.8% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling