-78.7%
SNAP vs EVRG
+131.2%
-209.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -19.6% | +7.5% | -27.0% | -20.8% |
| 3M | +0.4% | +6.8% | -6.4% | -1.0% |
| 6M | -5.9% | +7.7% | -13.7% | -7.5% |
| YTD | -35.3% | +24.9% | -60.2% | -38.6% |
| 1Y | -42.6% | +18.1% | -60.7% | -44.8% |
| 3Y | -53.9% | +101.9% | -155.8% | -61.6% |
| 5Y | -90.3% | +67.0% | -157.3% | -91.6% |
| All | -78.7% | +131.2% | -209.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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