-77.7%
SNAP vs ET
+149.8%
-227.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +2.6% | +7.5% | -4.8% | -0.5% |
| 3M | -9.9% | +11.4% | -21.3% | -14.1% |
| 6M | +1.9% | +18.5% | -16.7% | -6.1% |
| YTD | -32.2% | +37.4% | -69.6% | -41.4% |
| 1Y | -22.8% | +30.9% | -53.8% | -32.0% |
| 3Y | -47.6% | +98.7% | -146.3% | -61.5% |
| 5Y | -92.7% | +230.7% | -323.4% | -95.6% |
| All | -77.7% | +149.8% | -227.5% | -86.8% |
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