-91.3%
SNAP vs EXE
+192.2%
-283.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.5% | -1.8% | +3.3% | +2.0% |
| 30D | +1.9% | +6.4% | -4.5% | -0.2% |
| 3M | -3.9% | +9.2% | -13.1% | -6.9% |
| 6M | +5.2% | -7.0% | +12.2% | +6.9% |
| YTD | -32.7% | -9.5% | -23.3% | -31.4% |
| 1Y | -24.8% | +6.2% | -31.0% | -27.7% |
| 3Y | -42.2% | +20.7% | -62.9% | -47.9% |
| 5Y | -92.7% | +103.6% | -196.3% | -94.2% |
| All | -91.3% | +192.2% | -283.5% | -94.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling