-79.7%
SNAP vs EFV
+136.9%
-216.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.0% |
| 7D | -7.1% | -0.7% | -6.5% | -6.1% |
| 30D | -14.6% | +0.9% | -15.5% | -15.1% |
| 3M | -5.0% | -3.6% | -1.4% | -0.7% |
| 6M | -18.8% | +2.5% | -21.3% | -20.7% |
| YTD | -38.5% | +13.2% | -51.7% | -46.1% |
| 1Y | -38.1% | +20.3% | -58.4% | -49.1% |
| 3Y | -53.8% | +84.9% | -138.7% | -75.6% |
| 5Y | -90.7% | +87.7% | -178.4% | -95.1% |
| All | -79.7% | +136.9% | -216.7% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling