-90.3%
SNAP vs ES
+6.0%
-96.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +2.6% | -1.1% | +3.6% | +2.7% |
| 30D | -19.6% | +8.2% | -27.8% | -20.7% |
| 3M | +0.4% | +0.6% | -0.2% | +0.2% |
| 6M | -5.9% | +6.0% | -11.9% | -7.0% |
| YTD | -35.3% | +9.3% | -44.6% | -36.5% |
| 1Y | -42.6% | +1.1% | -43.7% | -42.9% |
| 3Y | -53.9% | +51.9% | -105.8% | -59.1% |
| 5Y | -90.3% | +6.5% | -96.7% | -90.8% |
| All | -90.3% | +6.0% | -96.3% | -90.8% |
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