-53.8%
SNAP vs ESI
+80.4%
-134.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | +2.6% | +8.3% | -5.8% | -1.4% |
| 30D | -19.6% | -10.4% | -9.1% | -15.3% |
| 3M | +0.4% | -13.2% | +13.6% | +6.3% |
| 6M | -5.9% | -23.9% | +17.9% | +4.3% |
| YTD | -35.3% | +34.2% | -69.5% | -52.4% |
| 1Y | -42.6% | +22.2% | -64.8% | -54.9% |
| All | -53.8% | +80.4% | -134.2% | -73.3% |
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