-59.1%
SNAP vs ALC
+32.2%
-91.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -7.3% | +2.1% | -9.4% | -8.4% |
| 30D | -18.9% | +17.2% | -36.1% | -26.8% |
| 3M | -5.3% | +4.6% | -9.9% | -8.1% |
| 6M | -16.9% | +20.1% | -37.0% | -26.4% |
| YTD | -37.4% | -4.2% | -33.2% | -36.3% |
| 1Y | -38.5% | +2.1% | -40.6% | -40.0% |
| 3Y | -55.1% | +4.5% | -59.5% | -57.9% |
| 5Y | -90.8% | -12.3% | -78.4% | -90.6% |
| All | -59.1% | +32.2% | -91.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling