-77.7%
SNAP vs ALB
+39.4%
-117.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.6% |
| 7D | +0.7% | -8.1% | +8.8% | +3.5% |
| 30D | +2.6% | +6.3% | -3.6% | +0.1% |
| 3M | -9.9% | -23.6% | +13.7% | -2.5% |
| 6M | +1.9% | -24.6% | +26.5% | +9.0% |
| YTD | -32.2% | -10.3% | -21.9% | -32.4% |
| 1Y | -22.8% | +61.5% | -84.3% | -38.5% |
| 3Y | -47.6% | -34.0% | -13.6% | -48.0% |
| 5Y | -92.7% | -44.6% | -48.1% | -92.6% |
| All | -77.7% | +39.4% | -117.0% | -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