-92.6%
SNAP vs EQH
+94.3%
-186.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | -3.2% | -1.8% | -1.4% | -1.8% |
| 30D | +0.2% | +2.4% | -2.3% | -1.9% |
| 3M | +2.6% | +26.3% | -23.7% | -16.7% |
| 6M | +12.4% | +35.8% | -23.4% | -15.0% |
| YTD | -31.6% | +12.7% | -44.3% | -39.7% |
| 1Y | -21.7% | +2.5% | -24.2% | -25.6% |
| 3Y | -41.2% | +98.6% | -139.8% | -71.3% |
| 5Y | -92.6% | +101.7% | -194.3% | -96.0% |
| All | -92.6% | +94.3% | -186.9% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling