-39.0%
SNAP vs EXPD
+40.0%
-79.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +5.7% |
| 7D | -9.8% | -1.6% | -8.2% | -9.1% |
| 30D | -18.2% | +0.6% | -18.8% | -18.3% |
| 3M | -3.1% | +9.8% | -12.9% | -6.0% |
| 6M | -7.1% | +25.8% | -32.9% | -13.4% |
| YTD | -33.8% | +31.3% | -65.1% | -38.1% |
| 1Y | -39.0% | +40.9% | -80.0% | -43.1% |
| All | -39.0% | +40.0% | -79.1% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling