-52.6%
SNAP vs ES
+50.7%
-103.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.1% | -16.1% | -14.2% |
| 7D | -10.4% | +5.9% | -16.3% | -10.8% |
| 30D | -11.9% | +10.2% | -22.1% | -12.7% |
| 3M | -4.5% | +0.4% | -4.9% | -4.5% |
| 6M | -16.7% | +6.9% | -23.6% | -17.2% |
| YTD | -36.9% | +10.5% | -47.4% | -37.5% |
| 1Y | -30.3% | +3.2% | -33.5% | -30.5% |
| All | -52.6% | +50.7% | -103.2% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling