-50.3%
SNAP vs EQH
+232.3%
-282.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -3.4% |
| 7D | +0.7% | +5.5% | -4.8% | -2.1% |
| 30D | +2.6% | +3.2% | -0.6% | +0.6% |
| 3M | -9.9% | +32.5% | -42.4% | -23.9% |
| 6M | +1.9% | +33.7% | -31.9% | -14.7% |
| YTD | -32.2% | +13.4% | -45.7% | -37.8% |
| 1Y | -22.8% | +0.6% | -23.4% | -24.6% |
| 3Y | -47.6% | +95.1% | -142.7% | -64.3% |
| 5Y | -92.7% | +92.7% | -185.4% | -94.9% |
| All | -50.3% | +232.3% | -282.6% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling