-79.4%
SNAP vs EXEL
+228.2%
-307.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.9% |
| 7D | -7.3% | +2.3% | -9.6% | -7.8% |
| 30D | -18.9% | +19.8% | -38.8% | -23.3% |
| 3M | -5.3% | +32.7% | -37.9% | -13.2% |
| 6M | -16.9% | +49.0% | -65.9% | -26.7% |
| YTD | -37.4% | +63.7% | -101.1% | -46.7% |
| 1Y | -38.5% | +75.8% | -114.3% | -48.8% |
| 3Y | -55.1% | +241.3% | -296.4% | -70.7% |
| 5Y | -90.8% | +289.0% | -379.8% | -94.2% |
| All | -79.4% | +228.2% | -307.6% | -87.9% |
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