-92.7%
SNAP vs EOSE
-67.9%
-24.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -2.4% |
| 7D | +1.5% | +41.4% | -40.0% | -4.2% |
| 30D | +1.9% | +3.6% | -1.7% | +0.6% |
| 3M | -3.9% | -35.7% | +31.8% | +0.8% |
| 6M | +5.2% | -29.9% | +35.1% | +6.6% |
| YTD | -32.7% | -62.5% | +29.8% | -27.3% |
| 1Y | -24.8% | -37.4% | +12.6% | -27.0% |
| 3Y | -42.2% | +55.8% | -98.0% | -58.7% |
| All | -92.7% | -67.9% | -24.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling