-77.7%
SNAP vs ES
+69.4%
-147.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +2.6% | -2.0% | +4.6% | +2.9% |
| 3M | -9.9% | +1.7% | -11.6% | -10.2% |
| 6M | +1.9% | -3.5% | +5.4% | +2.4% |
| YTD | -32.2% | +7.9% | -40.1% | -33.2% |
| 1Y | -22.8% | +17.2% | -40.0% | -25.3% |
| 3Y | -47.6% | +29.3% | -76.9% | -50.9% |
| 5Y | -92.7% | -5.7% | -87.0% | -92.8% |
| All | -77.7% | +69.4% | -147.0% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling