-22.8%
SNAP vs EOSE
-49.1%
+26.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.9% | -14.9% | -5.6% |
| 7D | +0.7% | +19.0% | -18.3% | -2.1% |
| 30D | +2.6% | +1.6% | +1.1% | +1.7% |
| 3M | -9.9% | -52.0% | +42.1% | -2.4% |
| 6M | +1.9% | -42.5% | +44.4% | +4.4% |
| YTD | -32.2% | -66.1% | +33.9% | -27.5% |
| 1Y | -22.8% | -47.1% | +24.3% | -18.6% |
| All | -22.8% | -49.1% | +26.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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