-22.1%
SNAP vs EQH
+3.9%
-26.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.2% | +2.8% | +6.4% | +7.8% |
| 3M | +6.6% | +23.1% | -16.5% | -5.6% |
| 6M | +16.9% | +41.4% | -24.5% | -6.7% |
| YTD | -29.6% | +14.3% | -43.9% | -36.5% |
| 1Y | -22.1% | +1.6% | -23.7% | -16.5% |
| All | -22.1% | +3.9% | -26.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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