-21.7%
SNAP vs EOSE
-43.4%
+21.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.8% | +4.5% |
| 7D | -3.2% | +14.0% | -17.2% | -5.2% |
| 30D | +0.2% | -5.9% | +6.1% | +0.3% |
| 3M | +2.6% | -34.3% | +36.9% | +6.2% |
| 6M | +12.4% | -37.8% | +50.2% | +14.0% |
| YTD | -31.6% | -65.2% | +33.6% | -27.2% |
| 1Y | -21.7% | -41.9% | +20.2% | -18.7% |
| All | -21.7% | -43.4% | +21.7% | -18.7% |
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