-78.2%
SNAP vs ES
+70.2%
-148.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -18.2% | +6.7% | -24.9% | -19.2% |
| 3M | -3.1% | +0.3% | -3.4% | -3.3% |
| 6M | -7.1% | +7.4% | -14.5% | -8.4% |
| YTD | -33.8% | +8.4% | -42.2% | -34.9% |
| 1Y | -39.0% | +0.6% | -39.7% | -39.4% |
| 3Y | -52.8% | +50.6% | -103.4% | -57.0% |
| 5Y | -90.0% | +4.8% | -94.8% | -90.3% |
| All | -78.2% | +70.2% | -148.3% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling