-79.7%
SNAP vs EXEL
+218.3%
-298.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.9% |
| 7D | -7.1% | +0.3% | -7.4% | -7.0% |
| 30D | -14.6% | +19.0% | -33.7% | -19.0% |
| 3M | -5.0% | +33.3% | -38.3% | -13.0% |
| 6M | -18.8% | +42.9% | -61.7% | -27.5% |
| YTD | -38.5% | +58.7% | -97.3% | -47.2% |
| 1Y | -38.1% | +70.5% | -108.6% | -48.0% |
| 3Y | -53.8% | +233.8% | -287.6% | -69.7% |
| 5Y | -90.7% | +259.3% | -350.0% | -94.0% |
| All | -79.7% | +218.3% | -298.0% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling