-79.2%
SNAP vs ALB
+8.9%
-88.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.6% | -17.6% | -15.2% |
| 7D | -10.4% | +5.5% | -15.9% | -12.0% |
| 30D | -11.9% | -7.5% | -4.4% | -10.0% |
| 3M | -4.5% | -16.9% | +12.4% | +0.2% |
| 6M | -16.7% | -49.2% | +32.5% | +2.0% |
| YTD | -36.9% | -29.9% | -7.1% | -32.3% |
| 1Y | -30.3% | +8.2% | -38.5% | -36.2% |
| 3Y | -52.5% | -19.4% | -33.1% | -56.8% |
| 5Y | -90.4% | -61.6% | -28.8% | -89.1% |
| All | -79.2% | +8.9% | -88.1% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling