-78.3%
SNAP vs EVRG
+112.7%
-191.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | -0.7% | -0.2% | -0.5% | -0.8% |
| 3M | -5.0% | -0.5% | -4.6% | -5.0% |
| 6M | +3.5% | +0.2% | +3.3% | +3.2% |
| YTD | -34.2% | +14.9% | -49.1% | -36.4% |
| 1Y | -27.1% | +18.2% | -45.3% | -30.1% |
| 3Y | -43.5% | +70.2% | -113.6% | -51.0% |
| 5Y | -92.9% | +45.3% | -138.2% | -93.7% |
| All | -78.3% | +112.7% | -191.1% | -81.6% |
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