-77.7%
SNAP vs ESI
+190.3%
-267.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -7.0% | -5.5% |
| 7D | +0.7% | +3.3% | -2.6% | -0.9% |
| 30D | +2.6% | -5.9% | +8.5% | +5.2% |
| 3M | -9.9% | -14.1% | +4.2% | -4.9% |
| 6M | +1.9% | +6.6% | -4.7% | -5.6% |
| YTD | -32.2% | +45.0% | -77.2% | -46.9% |
| 1Y | -22.8% | +41.5% | -64.3% | -38.9% |
| 3Y | -47.6% | +78.8% | -126.4% | -63.4% |
| 5Y | -92.7% | +70.9% | -163.6% | -94.8% |
| All | -77.7% | +190.3% | -267.9% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling