-79.4%
SNAP vs ES
+67.6%
-147.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -7.3% | -0.1% | -7.3% | -7.4% |
| 30D | -18.9% | +5.7% | -24.7% | -19.8% |
| 3M | -5.3% | -2.8% | -2.5% | -4.9% |
| 6M | -16.9% | +7.0% | -23.9% | -18.1% |
| YTD | -37.4% | +6.8% | -44.2% | -38.3% |
| 1Y | -38.5% | -0.5% | -38.0% | -38.7% |
| 3Y | -55.1% | +47.2% | -102.2% | -58.9% |
| 5Y | -90.8% | +2.3% | -93.0% | -91.0% |
| All | -79.4% | +67.6% | -147.0% | -74.1% |
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 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