-91.5%
SNAP vs EXE
+163.8%
-255.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.6% |
| 7D | -9.8% | +1.5% | -11.3% | -10.1% |
| 30D | -18.2% | -0.2% | -18.0% | -18.2% |
| 3M | -3.1% | -9.2% | +6.2% | -0.5% |
| 6M | -7.1% | -7.2% | +0.1% | -5.6% |
| YTD | -33.8% | -18.3% | -15.6% | -30.5% |
| 1Y | -39.0% | -23.6% | -15.4% | -34.6% |
| 3Y | -52.8% | +21.9% | -74.8% | -57.8% |
| 5Y | -90.0% | +73.7% | -163.6% | -91.7% |
| All | -91.5% | +163.8% | -255.2% | -94.0% |
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