-91.9%
SNAP vs EXE
+155.8%
-247.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | -7.3% | -3.9% | -3.4% | -6.2% |
| 30D | -18.9% | -2.6% | -16.4% | -18.4% |
| 3M | -5.3% | -6.9% | +1.6% | -3.5% |
| 6M | -16.9% | -9.3% | -7.6% | -15.1% |
| YTD | -37.4% | -20.7% | -16.7% | -33.7% |
| 1Y | -38.5% | -21.8% | -16.7% | -34.6% |
| 3Y | -55.1% | +16.2% | -71.3% | -59.2% |
| 5Y | -90.8% | +61.1% | -151.9% | -92.2% |
| All | -91.9% | +155.8% | -247.7% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling