-38.1%
SNAP vs ALB
+6.8%
-44.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.7% |
| 7D | -7.1% | +9.1% | -16.2% | -8.5% |
| 30D | -14.6% | -3.4% | -11.2% | -14.3% |
| 3M | -5.0% | -20.6% | +15.6% | -2.1% |
| 6M | -18.8% | -48.2% | +29.3% | -9.5% |
| YTD | -38.5% | -29.2% | -9.3% | -37.8% |
| 1Y | -38.1% | +10.0% | -48.1% | -43.3% |
| All | -38.1% | +6.8% | -44.9% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling