-22.8%
SNAP vs EXE
+3.1%
-25.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -4.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +2.6% | +8.5% | -5.8% | +2.2% |
| 3M | -9.9% | +5.5% | -15.3% | -10.0% |
| 6M | +1.9% | -5.9% | +7.8% | +3.0% |
| YTD | -32.2% | -9.7% | -22.5% | -30.8% |
| 1Y | -22.8% | +3.6% | -26.4% | -17.6% |
| All | -22.8% | +3.1% | -25.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling