-92.1%
SNAP vs EXE
+151.8%
-243.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -7.1% | -6.6% | -0.5% | -5.2% |
| 30D | -14.6% | -4.0% | -10.6% | -13.6% |
| 3M | -5.0% | -7.5% | +2.5% | -3.0% |
| 6M | -18.8% | -11.7% | -7.2% | -16.3% |
| YTD | -38.5% | -22.0% | -16.5% | -34.5% |
| 1Y | -38.1% | -21.8% | -16.3% | -34.2% |
| 3Y | -53.8% | +8.0% | -61.8% | -57.0% |
| 5Y | -90.7% | +62.3% | -153.0% | -92.1% |
| All | -92.1% | +151.8% | -243.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling