-92.7%
SNAP vs ET
+235.7%
-328.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +1.9% | +6.9% | -5.0% | -1.8% |
| 3M | -3.9% | +13.1% | -17.0% | -10.5% |
| 6M | +5.2% | +18.7% | -13.5% | -5.7% |
| YTD | -32.7% | +37.4% | -70.2% | -44.9% |
| 1Y | -24.8% | +34.8% | -59.6% | -37.9% |
| 3Y | -42.2% | +96.8% | -139.0% | -63.5% |
| 5Y | -92.7% | +238.2% | -330.9% | -96.3% |
| All | -92.7% | +235.7% | -328.4% | -96.3% |
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