-21.7%
SNAP vs ET
+35.8%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +4.1% |
| 7D | -3.2% | +1.4% | -4.5% | -2.5% |
| 30D | +0.2% | +4.6% | -4.4% | +2.3% |
| 3M | +2.6% | +16.0% | -13.4% | +9.3% |
| 6M | +12.4% | +22.8% | -10.4% | +18.2% |
| YTD | -31.6% | +38.9% | -70.4% | -28.4% |
| 1Y | -21.7% | +34.1% | -55.8% | -21.4% |
| All | -21.7% | +35.8% | -57.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling