-27.1%
SNAP vs EL
+12.1%
-39.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.0% |
| 7D | -5.0% | -2.4% | -2.7% | -4.1% |
| 30D | -0.7% | +13.7% | -14.4% | -6.5% |
| 3M | -5.0% | +14.5% | -19.5% | -10.6% |
| 6M | +3.5% | +7.4% | -3.9% | -3.1% |
| YTD | -34.2% | -4.7% | -29.5% | -34.8% |
| 1Y | -27.1% | +12.9% | -40.0% | -31.1% |
| All | -27.1% | +12.1% | -39.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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