-92.7%
SNAP vs EFX
-35.1%
-57.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +1.2% |
| 7D | +1.5% | -7.8% | +9.3% | +6.7% |
| 30D | +1.9% | -5.7% | +7.6% | +5.4% |
| 3M | -3.9% | +2.5% | -6.4% | -6.3% |
| 6M | +5.2% | -16.7% | +21.9% | +16.1% |
| YTD | -32.7% | -20.2% | -12.5% | -24.7% |
| 1Y | -24.8% | -31.4% | +6.6% | -7.9% |
| 3Y | -42.2% | -10.5% | -31.7% | -48.6% |
| 5Y | -92.7% | -35.2% | -57.5% | -91.1% |
| All | -92.7% | -35.1% | -57.6% | -91.1% |
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