-92.8%
SNAP vs ETR
+127.8%
-220.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -4.0% |
| 7D | +0.7% | +1.4% | -0.7% | +0.7% |
| 30D | +2.6% | +1.0% | +1.6% | +2.6% |
| 3M | -9.9% | -1.3% | -8.6% | -9.9% |
| 6M | +1.9% | +1.9% | 0.0% | +1.6% |
| YTD | -32.2% | +18.2% | -50.4% | -33.0% |
| 1Y | -22.8% | +24.7% | -47.5% | -23.9% |
| 3Y | -47.6% | +150.7% | -198.3% | -49.7% |
| All | -92.8% | +127.8% | -220.6% | -93.3% |
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