-78.2%
SNAP vs ALB
+6.3%
-84.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.4% |
| 7D | -9.8% | +1.1% | -10.9% | -10.3% |
| 30D | -18.2% | -2.6% | -15.6% | -17.8% |
| 3M | -3.1% | -25.6% | +22.5% | +5.5% |
| 6M | -7.1% | -54.0% | +46.9% | +17.7% |
| YTD | -33.8% | -31.6% | -2.3% | -28.5% |
| 1Y | -39.0% | -6.6% | -32.5% | -41.3% |
| 3Y | -52.8% | -14.0% | -38.8% | -58.1% |
| 5Y | -90.0% | -62.5% | -27.4% | -88.5% |
| All | -78.2% | +6.3% | -84.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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