-91.0%
SNAP vs EXPD
+55.6%
-146.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.2% |
| 7D | -7.1% | -7.2% | 0.0% | -2.6% |
| 30D | -14.6% | -3.3% | -11.4% | -12.7% |
| 3M | -5.0% | +3.4% | -8.4% | -7.3% |
| 6M | -18.8% | +22.7% | -41.5% | -28.8% |
| YTD | -38.5% | +24.5% | -63.1% | -47.7% |
| 1Y | -38.1% | +38.6% | -76.7% | -51.3% |
| 3Y | -53.8% | +71.5% | -125.3% | -70.1% |
| All | -91.0% | +55.6% | -146.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling