-91.0%
SNAP vs EL
-66.1%
-24.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.8% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | -14.6% | +16.5% | -31.2% | -21.3% |
| 3M | -5.0% | +29.2% | -34.2% | -18.5% |
| 6M | -18.8% | +27.9% | -46.7% | -30.3% |
| YTD | -38.5% | +6.2% | -44.7% | -42.7% |
| 1Y | -38.1% | +27.2% | -65.2% | -48.2% |
| 3Y | -53.8% | +3.2% | -57.0% | -61.5% |
| All | -91.0% | -66.1% | -24.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling