-55.1%
SNAP vs ALB
-13.4%
-41.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -7.3% | +9.5% | -16.8% | -9.7% |
| 30D | -18.9% | -2.1% | -16.8% | -18.7% |
| 3M | -5.3% | -24.1% | +18.9% | +1.2% |
| 6M | -16.9% | -51.0% | +34.1% | -0.3% |
| YTD | -37.4% | -29.3% | -8.1% | -34.0% |
| 1Y | -38.5% | +3.2% | -41.7% | -42.7% |
| 3Y | -55.1% | -9.3% | -45.7% | -62.2% |
| All | -55.1% | -13.4% | -41.7% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling