-79.4%
SNAP vs EVRG
+130.5%
-209.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -7.3% | +1.7% | -9.0% | -7.7% |
| 30D | -18.9% | +8.7% | -27.6% | -20.3% |
| 3M | -5.3% | +6.4% | -11.7% | -6.5% |
| 6M | -16.9% | +9.4% | -26.3% | -18.6% |
| YTD | -37.4% | +24.5% | -61.9% | -40.5% |
| 1Y | -38.5% | +20.5% | -59.0% | -41.1% |
| 3Y | -55.1% | +101.6% | -156.7% | -62.6% |
| 5Y | -90.8% | +67.5% | -158.2% | -92.1% |
| All | -79.4% | +130.5% | -209.9% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling