-92.7%
SNAP vs EFV
+96.3%
-189.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.2% |
| 7D | +1.5% | +1.0% | +0.5% | +0.2% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | -3.9% | +9.6% | -13.5% | -15.3% |
| 6M | +5.2% | +14.0% | -8.8% | -12.0% |
| YTD | -32.7% | +18.5% | -51.2% | -47.1% |
| 1Y | -24.8% | +27.9% | -52.7% | -47.0% |
| 3Y | -42.2% | +92.4% | -134.6% | -77.4% |
| 5Y | -92.7% | +97.2% | -189.8% | -97.2% |
| All | -92.7% | +96.3% | -189.0% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling