-90.4%
SNAP vs ES
+5.0%
-95.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.1% | -16.1% | -14.3% |
| 7D | -10.4% | +5.9% | -16.3% | -11.2% |
| 30D | -11.9% | +10.2% | -22.1% | -13.4% |
| 3M | -4.5% | +0.4% | -4.9% | -4.7% |
| 6M | -16.7% | +6.9% | -23.6% | -17.7% |
| YTD | -36.9% | +10.5% | -47.4% | -38.1% |
| 1Y | -30.3% | +3.2% | -33.5% | -30.9% |
| 3Y | -52.5% | +49.0% | -101.6% | -57.5% |
| 5Y | -90.4% | +4.5% | -94.9% | -90.7% |
| All | -90.4% | +5.0% | -95.4% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling