-90.8%
SNAP vs ALK
-29.1%
-61.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | -1.9% |
| 7D | -7.3% | +8.9% | -16.2% | -11.5% |
| 30D | -18.9% | +5.9% | -24.9% | -21.7% |
| 3M | -5.3% | -16.5% | +11.3% | +3.6% |
| 6M | -16.9% | +2.1% | -19.0% | -19.8% |
| YTD | -37.4% | -17.1% | -20.3% | -34.6% |
| 1Y | -38.5% | -2.9% | -35.6% | -41.9% |
| 3Y | -55.1% | +24.5% | -79.5% | -70.2% |
| 5Y | -90.8% | -29.1% | -61.7% | -90.9% |
| All | -90.8% | -29.1% | -61.7% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling