-79.7%
SNAP vs ESI
+152.7%
-232.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.5% |
| 7D | -7.1% | -8.5% | +1.4% | -2.9% |
| 30D | -14.6% | -15.7% | +1.0% | -7.5% |
| 3M | -5.0% | -18.2% | +13.3% | +3.2% |
| 6M | -18.8% | -28.8% | +10.0% | -7.6% |
| YTD | -38.5% | +26.3% | -64.8% | -49.0% |
| 1Y | -38.1% | +18.2% | -56.3% | -47.0% |
| 3Y | -53.8% | +68.1% | -121.9% | -67.1% |
| 5Y | -90.7% | +28.8% | -119.4% | -92.6% |
| All | -79.7% | +152.7% | -232.5% | -89.5% |
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