-78.3%
SNAP vs ETR
+304.0%
-382.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -0.7% | +2.0% | -2.8% | -1.3% |
| 3M | -5.0% | -1.7% | -3.3% | -4.8% |
| 6M | +3.5% | +3.6% | -0.1% | +2.0% |
| YTD | -34.2% | +18.0% | -52.2% | -37.5% |
| 1Y | -27.1% | +26.2% | -53.3% | -32.0% |
| 3Y | -43.5% | +148.0% | -191.5% | -57.4% |
| 5Y | -92.9% | +126.1% | -218.9% | -94.6% |
| All | -78.3% | +304.0% | -382.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling