-92.3%
SNAP vs EQX
+80.7%
-172.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.1% | +9.0% | +4.9% |
| 7D | -3.2% | -7.0% | +3.9% | -1.8% |
| 30D | +0.2% | +4.8% | -4.7% | -0.8% |
| 3M | +2.6% | +25.6% | -23.0% | -2.3% |
| 6M | +12.4% | -25.8% | +38.3% | +17.3% |
| YTD | -31.6% | -12.7% | -18.9% | -31.0% |
| 1Y | -21.7% | +14.1% | -35.8% | -25.0% |
| 3Y | -41.2% | +165.7% | -207.0% | -53.1% |
| All | -92.3% | +80.7% | -172.9% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling