-92.8%
SNAP vs EL
-67.1%
-25.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -5.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.2% |
| 30D | +2.6% | +19.8% | -17.2% | -7.9% |
| 3M | -9.9% | +25.7% | -35.6% | -20.9% |
| 6M | +1.9% | +5.4% | -3.6% | -3.1% |
| YTD | -32.2% | +0.2% | -32.4% | -34.6% |
| 1Y | -22.8% | +20.4% | -43.3% | -33.8% |
| 3Y | -47.6% | -32.1% | -15.5% | -40.4% |
| All | -92.8% | -67.1% | -25.7% | -82.8% |
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