-57.4%
SNAP vs ALC
+30.4%
-87.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -1.2% |
| 7D | +6.0% | -1.1% | +7.1% | +6.6% |
| 30D | -13.8% | +16.0% | -29.8% | -21.7% |
| 3M | -0.8% | +0.8% | -1.6% | -1.6% |
| 6M | -6.2% | +16.8% | -23.1% | -15.5% |
| YTD | -34.8% | -5.5% | -29.3% | -33.2% |
| 1Y | -38.7% | -5.3% | -33.4% | -37.4% |
| 3Y | -53.5% | +4.1% | -57.5% | -56.4% |
| 5Y | -90.2% | -7.1% | -83.2% | -90.2% |
| All | -57.4% | +30.4% | -87.8% | -61.9% |
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