-90.5%
SNAP vs EL
-65.2%
-25.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.2% |
| 7D | +6.0% | +1.5% | +4.5% | +5.1% |
| 30D | -13.8% | +10.0% | -23.8% | -18.0% |
| 3M | -0.8% | +28.4% | -29.2% | -14.5% |
| 6M | -6.2% | +37.1% | -43.3% | -22.5% |
| YTD | -34.8% | +7.8% | -42.6% | -39.8% |
| 1Y | -38.7% | +26.0% | -64.7% | -48.5% |
| 3Y | -53.5% | +3.8% | -57.3% | -61.3% |
| All | -90.5% | -65.2% | -25.3% | -77.5% |
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