-77.8%
SNAP vs ESI
+191.9%
-269.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +1.5% | +5.4% | -3.9% | -1.2% |
| 30D | +1.9% | -4.2% | +6.1% | +3.6% |
| 3M | -3.9% | -9.6% | +5.7% | -1.2% |
| 6M | +5.2% | +18.3% | -13.1% | -7.7% |
| YTD | -32.7% | +45.8% | -78.5% | -47.4% |
| 1Y | -24.8% | +39.2% | -63.9% | -39.9% |
| 3Y | -42.2% | +86.3% | -128.4% | -60.4% |
| 5Y | -92.7% | +76.2% | -168.9% | -94.9% |
| All | -77.8% | +191.9% | -269.7% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling