-39.0%
SNAP vs EL
+25.2%
-64.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -18.2% | +12.3% | -30.5% | -22.2% |
| 3M | -3.1% | +28.4% | -31.5% | -13.8% |
| 6M | -7.1% | +36.7% | -43.9% | -19.9% |
| YTD | -33.8% | +8.4% | -42.2% | -38.2% |
| 1Y | -39.0% | +25.4% | -64.5% | -46.0% |
| All | -39.0% | +25.2% | -64.2% | -46.0% |
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