-53.8%
SNAP vs EXEL
+234.5%
-288.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -19.6% | +17.4% | -36.9% | -23.1% |
| 3M | +0.4% | +38.6% | -38.2% | -8.6% |
| 6M | -5.9% | +41.2% | -47.2% | -14.9% |
| YTD | -35.3% | +59.3% | -94.7% | -43.9% |
| 1Y | -42.6% | +60.2% | -102.8% | -50.3% |
| All | -53.8% | +234.5% | -288.3% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling