-53.8%
SNAP vs XME
+84.7%
-138.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -4.6% |
| 7D | -7.1% | -4.5% | -2.6% | -4.3% |
| 30D | -14.6% | -10.9% | -3.8% | -8.4% |
| 3M | -5.0% | -15.3% | +10.3% | +4.3% |
| 6M | -18.8% | -24.6% | +5.8% | -5.1% |
| YTD | -38.5% | -9.6% | -28.9% | -37.3% |
| 1Y | -38.1% | +2.9% | -41.0% | -42.8% |
| 3Y | -53.8% | +86.9% | -140.7% | -74.1% |
| All | -53.8% | +84.7% | -138.5% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling