-16.7%
SNAP vs ES
+5.8%
-22.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.1% | -16.1% | -13.8% |
| 7D | -10.4% | +5.9% | -16.3% | -10.3% |
| 30D | -11.9% | +10.2% | -22.1% | -12.1% |
| 3M | -4.5% | +0.4% | -4.9% | -3.8% |
| 6M | -16.7% | +6.9% | -23.6% | -15.5% |
| All | -16.7% | +5.8% | -22.5% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling