-90.3%
SNAP vs ESI
+40.6%
-130.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.9% |
| 7D | +2.6% | +8.3% | -5.8% | -2.5% |
| 30D | -19.6% | -10.4% | -9.1% | -14.2% |
| 3M | +0.4% | -13.2% | +13.6% | +7.6% |
| 6M | -5.9% | -23.9% | +17.9% | +6.4% |
| YTD | -35.3% | +34.2% | -69.5% | -54.3% |
| 1Y | -42.6% | +22.2% | -64.8% | -56.5% |
| 3Y | -53.9% | +79.2% | -133.1% | -75.9% |
| 5Y | -90.3% | +38.1% | -128.4% | -93.7% |
| All | -90.3% | +40.6% | -130.9% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling