-90.4%
SNAP vs ALK
-33.9%
-56.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.2% | -10.8% | -12.3% |
| 7D | -10.4% | +7.1% | -17.4% | -13.5% |
| 30D | -11.9% | -3.0% | -9.0% | -10.8% |
| 3M | -4.5% | -25.6% | +21.1% | +11.1% |
| 6M | -16.7% | +0.5% | -17.2% | -18.9% |
| YTD | -36.9% | -23.1% | -13.9% | -31.3% |
| 1Y | -30.3% | -7.5% | -22.7% | -32.6% |
| 3Y | -52.5% | +15.3% | -67.8% | -67.2% |
| 5Y | -90.4% | -34.8% | -55.6% | -90.3% |
| All | -90.4% | -33.9% | -56.5% | -90.3% |
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