-43.7%
SNAP vs EFV
+93.8%
-137.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +0.7% | +1.5% | -0.8% | -1.2% |
| 30D | +2.6% | +1.7% | +0.9% | +0.5% |
| 3M | -9.9% | +8.6% | -18.5% | -19.2% |
| 6M | +1.9% | +11.7% | -9.8% | -12.0% |
| YTD | -32.2% | +19.3% | -51.5% | -47.0% |
| 1Y | -22.8% | +30.2% | -53.1% | -46.8% |
| All | -43.7% | +93.8% | -137.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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