-53.8%
SNAP vs ALB
-16.8%
-37.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.8% |
| 7D | -7.1% | +9.1% | -16.2% | -9.4% |
| 30D | -14.6% | -3.4% | -11.2% | -14.1% |
| 3M | -5.0% | -20.6% | +15.6% | +0.2% |
| 6M | -18.8% | -48.2% | +29.3% | -4.2% |
| YTD | -38.5% | -29.2% | -9.3% | -35.2% |
| 1Y | -38.1% | +10.0% | -48.1% | -43.4% |
| 3Y | -53.8% | -12.9% | -40.9% | -60.8% |
| All | -53.8% | -16.8% | -37.0% | -60.8% |
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