-53.5%
SNAP vs ENB
+72.2%
-125.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +6.0% | +3.1% | +2.9% | +6.3% |
| 30D | -13.8% | +2.1% | -15.9% | -13.6% |
| 3M | -0.8% | -4.4% | +3.7% | -0.9% |
| 6M | -6.2% | -10.1% | +3.8% | -6.6% |
| YTD | -34.8% | +5.2% | -40.0% | -36.5% |
| 1Y | -38.7% | +4.2% | -42.9% | -40.1% |
| 3Y | -53.5% | +70.1% | -123.5% | -64.5% |
| All | -53.5% | +72.2% | -125.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling