-42.5%
SNAP vs ALK
-5.3%
-37.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -10.6% | +12.9% | -23.5% | -14.1% |
| 30D | -19.7% | +5.5% | -25.3% | -21.4% |
| 3M | -6.5% | -12.1% | +5.6% | -3.0% |
| 6M | -17.8% | +1.7% | -19.5% | -18.1% |
| YTD | -38.0% | -17.4% | -20.6% | -38.0% |
| 1Y | -42.5% | -1.9% | -40.5% | -47.0% |
| All | -42.5% | -5.3% | -37.2% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling