-79.6%
SNAP vs EXPD
+271.8%
-351.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -10.6% | -7.4% | -3.2% | -6.3% |
| 30D | -19.7% | -2.1% | -17.6% | -18.6% |
| 3M | -6.5% | +5.7% | -12.2% | -9.8% |
| 6M | -17.8% | +21.4% | -39.1% | -26.7% |
| YTD | -38.0% | +27.6% | -65.7% | -47.3% |
| 1Y | -42.5% | +36.1% | -78.6% | -53.1% |
| 3Y | -55.8% | +69.9% | -125.7% | -69.3% |
| 5Y | -90.5% | +59.7% | -150.2% | -93.3% |
| All | -79.6% | +271.8% | -351.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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