-90.5%
SNAP vs EXEL
+281.2%
-371.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +6.0% | -0.8% | +6.9% | +6.4% |
| 30D | -13.8% | +13.1% | -26.9% | -17.9% |
| 3M | -0.8% | +36.3% | -37.1% | -12.8% |
| 6M | -6.2% | +34.5% | -40.8% | -17.5% |
| YTD | -34.8% | +57.4% | -92.2% | -46.9% |
| 1Y | -38.7% | +62.9% | -101.6% | -51.0% |
| 3Y | -53.5% | +229.5% | -283.0% | -77.0% |
| All | -90.5% | +281.2% | -371.7% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling