-20.7%
SNAP vs EOSE
-85.5%
+64.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.6% | -6.7% | +4.2% |
| 7D | -0.7% | +9.7% | -10.4% | -2.0% |
| 30D | +5.5% | -34.6% | +40.1% | +10.8% |
| 3M | +2.2% | -50.8% | +53.0% | +10.6% |
| 6M | -4.1% | -66.5% | +62.4% | +6.1% |
| YTD | -26.6% | -81.3% | +54.7% | -17.2% |
| 1Y | -20.7% | -84.8% | +64.1% | -9.4% |
| All | -20.7% | -85.5% | +64.7% | -9.4% |
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