-79.7%
SNAP vs ES
+68.5%
-148.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -7.1% | +1.9% | -9.0% | -7.4% |
| 30D | -14.6% | +7.1% | -21.7% | -15.7% |
| 3M | -5.0% | -1.9% | -3.0% | -4.8% |
| 6M | -18.8% | +4.4% | -23.2% | -19.6% |
| YTD | -38.5% | +7.3% | -45.9% | -39.5% |
| 1Y | -38.1% | +2.1% | -40.2% | -38.6% |
| 3Y | -53.8% | +41.8% | -95.6% | -57.4% |
| 5Y | -90.7% | +1.4% | -92.1% | -90.9% |
| All | -79.7% | +68.5% | -148.2% | -74.6% |
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