-79.4%
SNAP vs ESI
+165.7%
-245.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | -0.7% |
| 7D | -7.3% | -3.5% | -3.9% | -5.7% |
| 30D | -18.9% | -9.3% | -9.7% | -15.3% |
| 3M | -5.3% | -12.8% | +7.5% | -0.3% |
| 6M | -16.9% | -24.6% | +7.7% | -8.1% |
| YTD | -37.4% | +32.7% | -70.2% | -49.4% |
| 1Y | -38.5% | +20.3% | -58.8% | -47.7% |
| 3Y | -55.1% | +80.2% | -135.3% | -69.1% |
| 5Y | -90.8% | +40.0% | -130.7% | -92.9% |
| All | -79.4% | +165.7% | -245.1% | -89.6% |
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