-20.7%
SNAP vs EFX
-7.5%
-13.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.1% |
| 7D | -0.7% | +9.2% | -9.9% | -3.8% |
| 30D | +5.5% | +34.8% | -29.3% | -6.1% |
| 3M | +2.2% | +8.8% | -6.6% | -1.3% |
| 6M | -4.1% | +12.3% | -16.4% | -9.0% |
| YTD | -26.6% | -10.6% | -16.0% | -27.5% |
| 1Y | -20.7% | -6.7% | -14.0% | -20.7% |
| All | -20.7% | -7.5% | -13.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling