-22.8%
SNAP vs XME
+46.4%
-69.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +2.6% | +6.0% | -3.4% | -0.3% |
| 3M | -9.9% | -7.7% | -2.2% | -6.5% |
| 6M | +1.9% | +1.0% | +0.9% | -0.2% |
| YTD | -32.2% | +14.6% | -46.9% | -37.2% |
| 1Y | -22.8% | +46.0% | -68.8% | -38.5% |
| All | -22.8% | +46.4% | -69.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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