-79.4%
SNAP vs XME
+235.6%
-315.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -1.2% |
| 7D | -7.3% | +0.9% | -8.3% | -7.7% |
| 30D | -18.9% | -7.3% | -11.6% | -15.6% |
| 3M | -5.3% | -14.8% | +9.5% | +2.7% |
| 6M | -16.9% | -18.4% | +1.4% | -8.8% |
| YTD | -37.4% | -4.7% | -32.8% | -37.3% |
| 1Y | -38.5% | +5.7% | -44.2% | -41.9% |
| 3Y | -55.1% | +104.0% | -159.0% | -70.6% |
| 5Y | -90.8% | +122.4% | -213.2% | -94.2% |
| All | -79.4% | +235.6% | -315.0% | -90.7% |
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