-79.7%
SNAP vs ALK
-58.6%
-21.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -7.1% | +9.0% | -16.2% | -10.2% |
| 30D | -14.6% | -1.6% | -13.0% | -14.3% |
| 3M | -5.0% | -23.2% | +18.2% | +4.9% |
| 6M | -18.8% | -3.9% | -14.9% | -18.6% |
| YTD | -38.5% | -22.6% | -16.0% | -34.4% |
| 1Y | -38.1% | -5.3% | -32.8% | -39.2% |
| 3Y | -53.8% | +18.6% | -72.3% | -60.2% |
| 5Y | -90.7% | -34.4% | -56.3% | -90.0% |
| All | -79.7% | -58.6% | -21.1% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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