-90.0%
SNAP vs ET
+216.9%
-306.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | -9.8% | +1.8% | -11.6% | -10.5% |
| 30D | -18.2% | -3.0% | -15.3% | -17.3% |
| 3M | -3.1% | -4.7% | +1.6% | -1.4% |
| 6M | -7.1% | +2.7% | -9.8% | -9.9% |
| YTD | -33.8% | +26.5% | -60.4% | -44.2% |
| 1Y | -39.0% | +25.0% | -64.0% | -48.3% |
| 3Y | -52.8% | +85.4% | -138.2% | -70.4% |
| 5Y | -90.0% | +215.5% | -305.5% | -94.7% |
| All | -90.0% | +216.9% | -306.9% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling