-90.8%
SNAP vs ETR
+162.9%
-253.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | -7.3% | +1.7% | -9.1% | -7.4% |
| 30D | -18.9% | +8.7% | -27.7% | -19.4% |
| 3M | -5.3% | +4.9% | -10.2% | -5.6% |
| 6M | -16.9% | +0.8% | -17.7% | -17.1% |
| YTD | -37.4% | +23.1% | -60.6% | -38.7% |
| 1Y | -38.5% | +17.9% | -56.4% | -39.5% |
| 3Y | -55.1% | +154.5% | -209.6% | -58.9% |
| 5Y | -90.8% | +160.3% | -251.1% | -91.3% |
| All | -90.8% | +162.9% | -253.7% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling