-91.0%
SNAP vs EFX
-31.2%
-59.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.2% |
| 7D | -7.1% | +2.7% | -9.8% | -8.8% |
| 30D | -14.6% | +33.1% | -47.7% | -29.6% |
| 3M | -5.0% | +8.2% | -13.1% | -11.0% |
| 6M | -18.8% | +10.2% | -29.0% | -25.5% |
| YTD | -38.5% | -11.8% | -26.7% | -35.9% |
| 1Y | -38.1% | -6.1% | -32.0% | -38.5% |
| 3Y | -53.8% | +7.5% | -61.3% | -65.6% |
| All | -91.0% | -31.2% | -59.8% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling