-78.7%
SNAP vs ET
+129.7%
-208.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +2.6% | +3.0% | -0.5% | +1.3% |
| 30D | -19.6% | -3.5% | -16.1% | -18.7% |
| 3M | +0.4% | -5.6% | +6.0% | +2.2% |
| 6M | -5.9% | +0.5% | -6.5% | -7.0% |
| YTD | -35.3% | +26.3% | -61.7% | -42.4% |
| 1Y | -42.6% | +25.7% | -68.2% | -48.8% |
| 3Y | -53.9% | +85.1% | -139.0% | -65.3% |
| 5Y | -90.3% | +216.4% | -306.7% | -94.0% |
| All | -78.7% | +129.7% | -208.4% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling