-20.7%
SNAP vs ES
-1.6%
-19.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.7% |
| 7D | -0.7% | +5.3% | -6.0% | -1.1% |
| 30D | +5.5% | +8.9% | -3.4% | +4.6% |
| 3M | +2.2% | -1.9% | +4.2% | +2.6% |
| 6M | -4.1% | +3.9% | -7.9% | -4.1% |
| YTD | -26.6% | +8.3% | -34.9% | -26.8% |
| 1Y | -20.7% | -0.1% | -20.6% | -20.1% |
| All | -20.7% | -1.6% | -19.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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