-86.1%
SNAP vs EOSE
-60.6%
-25.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +3.8% | +1.8% | +2.0% | +3.4% |
| 30D | +9.2% | -6.8% | +16.1% | +9.6% |
| 3M | +6.6% | -36.3% | +42.9% | +11.8% |
| 6M | +16.9% | -38.8% | +55.6% | +20.8% |
| YTD | -29.6% | -65.5% | +35.9% | -23.1% |
| 1Y | -22.1% | -45.3% | +23.2% | -22.7% |
| 3Y | -39.8% | +44.2% | -84.0% | -56.1% |
| 5Y | -92.4% | -69.5% | -22.9% | -94.4% |
| All | -86.1% | -60.6% | -25.5% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling