-78.5%
SNAP vs XME
+219.1%
-297.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | -13.8% | -6.1% | -7.6% | -10.8% |
| 3M | -0.8% | -18.6% | +17.9% | +10.3% |
| 6M | -6.2% | -23.9% | +17.7% | +7.1% |
| YTD | -34.8% | -9.3% | -25.5% | -32.8% |
| 1Y | -38.7% | +1.8% | -40.5% | -41.0% |
| 3Y | -53.5% | +93.0% | -146.5% | -68.6% |
| 5Y | -90.2% | +107.0% | -197.2% | -93.6% |
| All | -78.5% | +219.1% | -297.7% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling