-90.5%
SNAP vs ALK
-31.3%
-59.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.5% |
| 7D | +6.0% | -1.2% | +7.2% | +6.5% |
| 30D | -13.8% | +7.7% | -21.5% | -17.5% |
| 3M | -0.8% | -19.0% | +18.2% | +10.2% |
| 6M | -6.2% | -0.2% | -6.0% | -8.6% |
| YTD | -34.8% | -23.5% | -11.3% | -29.0% |
| 1Y | -38.7% | -9.1% | -29.6% | -40.2% |
| 3Y | -53.5% | +12.0% | -65.5% | -67.2% |
| All | -90.5% | -31.3% | -59.2% | -90.4% |
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