-90.5%
SNAP vs EXE
+76.7%
-167.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | +6.0% | +5.3% | +0.7% | +4.3% |
| 30D | -13.8% | -2.2% | -11.6% | -13.2% |
| 3M | -0.8% | -5.9% | +5.1% | +0.9% |
| 6M | -6.2% | -5.7% | -0.5% | -5.2% |
| YTD | -34.8% | -17.8% | -17.0% | -31.5% |
| 1Y | -38.7% | -23.1% | -15.6% | -34.1% |
| 3Y | -53.5% | +21.2% | -74.6% | -58.8% |
| All | -90.5% | +76.7% | -167.3% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling