-22.8%
SNAP vs EXEL
+59.2%
-82.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +0.7% | +8.4% | -7.6% | -1.2% |
| 30D | +2.6% | +4.1% | -1.4% | +1.5% |
| 3M | -9.9% | +12.4% | -22.3% | -12.3% |
| 6M | +1.9% | +41.5% | -39.7% | -5.0% |
| YTD | -32.2% | +34.6% | -66.9% | -36.5% |
| 1Y | -22.8% | +57.9% | -80.7% | -30.6% |
| All | -22.8% | +59.2% | -82.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling