-38.7%
SNAP vs EOSE
-88.8%
+50.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | -0.1% |
| 7D | +6.0% | +9.8% | -3.7% | +4.4% |
| 30D | -13.8% | -2.1% | -11.7% | -13.8% |
| 3M | -0.8% | -54.1% | +53.3% | +8.1% |
| 6M | -6.2% | -76.9% | +70.7% | +8.9% |
| YTD | -34.8% | -83.3% | +48.5% | -26.1% |
| 1Y | -38.7% | -87.4% | +48.7% | -29.4% |
| All | -38.7% | -88.8% | +50.1% | -29.4% |
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