-77.7%
SNAP vs EXPD
+271.0%
-348.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.6% |
| 7D | +0.7% | -1.1% | +1.9% | +1.4% |
| 30D | +2.6% | +4.1% | -1.4% | 0.0% |
| 3M | -9.9% | +17.9% | -27.8% | -18.4% |
| 6M | +1.9% | +29.2% | -27.4% | -13.1% |
| YTD | -32.2% | +27.4% | -59.6% | -42.3% |
| 1Y | -22.8% | +56.8% | -79.7% | -43.1% |
| 3Y | -47.6% | +68.0% | -115.6% | -63.4% |
| 5Y | -92.7% | +61.9% | -154.6% | -94.9% |
| All | -77.7% | +271.0% | -348.7% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling