-52.6%
SNAP vs EXPD
+72.7%
-125.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.6% | -11.8% |
| 7D | -10.4% | -4.8% | -5.6% | -8.1% |
| 30D | -11.9% | -1.5% | -10.4% | -11.1% |
| 3M | -4.5% | +4.1% | -8.6% | -6.6% |
| 6M | -16.7% | +24.0% | -40.7% | -25.1% |
| YTD | -36.9% | +27.4% | -64.3% | -44.9% |
| 1Y | -30.3% | +38.4% | -68.6% | -42.1% |
| All | -52.6% | +72.7% | -125.3% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling