-53.5%
SNAP vs EXE
+21.0%
-74.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +6.0% | +5.3% | +0.7% | +4.7% |
| 30D | -13.8% | -2.2% | -11.6% | -13.4% |
| 3M | -0.8% | -5.9% | +5.1% | +0.4% |
| 6M | -6.2% | -5.7% | -0.5% | -5.4% |
| YTD | -34.8% | -17.8% | -17.0% | -31.9% |
| 1Y | -38.7% | -23.1% | -15.6% | -34.5% |
| 3Y | -53.5% | +21.2% | -74.6% | -60.3% |
| All | -53.5% | +21.0% | -74.4% | -60.3% |
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 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