-79.4%
SNAP vs EFX
+55.2%
-134.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -7.3% | -2.2% | -5.2% | -6.4% |
| 30D | -18.9% | +29.2% | -48.1% | -29.5% |
| 3M | -5.3% | +3.5% | -8.7% | -7.9% |
| 6M | -16.9% | +7.8% | -24.7% | -21.4% |
| YTD | -37.4% | -12.4% | -25.0% | -35.1% |
| 1Y | -38.5% | -8.2% | -30.2% | -37.9% |
| 3Y | -55.1% | +4.7% | -59.8% | -60.2% |
| 5Y | -90.8% | -32.0% | -58.7% | -90.1% |
| All | -79.4% | +55.2% | -134.6% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling