-1.9%
SNAP vs EQX
+232.0%
-233.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +3.8% | -3.2% | +7.0% | +4.4% |
| 30D | +9.2% | +7.8% | +1.5% | +7.7% |
| 3M | +6.6% | +21.3% | -14.8% | +2.6% |
| 6M | +16.9% | -22.4% | +39.3% | +20.6% |
| YTD | -29.6% | -11.3% | -18.3% | -29.3% |
| 1Y | -22.1% | +13.5% | -35.6% | -25.0% |
| 3Y | -39.8% | +162.1% | -202.0% | -50.9% |
| 5Y | -92.4% | +84.2% | -176.6% | -93.8% |
| All | -1.9% | +232.0% | -233.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling