-47.7%
SNAP vs EXE
+18.5%
-66.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +2.6% | +8.5% | -5.8% | +0.5% |
| 3M | -9.9% | +5.5% | -15.3% | -11.2% |
| 6M | +1.9% | -5.9% | +7.8% | +3.2% |
| YTD | -32.2% | -9.7% | -22.5% | -30.7% |
| 1Y | -22.8% | +3.6% | -26.4% | -25.1% |
| All | -47.7% | +18.5% | -66.2% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling