-47.7%
SNAP vs ESI
+79.8%
-127.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -7.0% | -5.6% |
| 7D | +0.7% | +3.3% | -2.6% | -1.1% |
| 30D | +2.6% | -5.9% | +8.5% | +5.4% |
| 3M | -9.9% | -14.1% | +4.2% | -4.8% |
| 6M | +1.9% | +6.6% | -4.7% | -8.7% |
| YTD | -32.2% | +45.0% | -77.2% | -51.4% |
| 1Y | -22.8% | +41.5% | -64.3% | -44.0% |
| All | -47.7% | +79.8% | -127.5% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling