-53.8%
SNAP vs ALLE
+88.9%
-142.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.1% |
| 7D | -7.1% | -0.6% | -6.6% | -6.6% |
| 30D | -14.6% | +25.3% | -40.0% | -22.7% |
| 3M | -5.0% | +10.3% | -15.3% | -9.0% |
| 6M | -18.8% | +38.0% | -56.9% | -29.9% |
| YTD | -38.5% | +17.8% | -56.3% | -43.4% |
| 1Y | -38.1% | +13.6% | -51.7% | -41.9% |
| 3Y | -53.8% | +89.2% | -143.0% | -67.9% |
| All | -53.8% | +88.9% | -142.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling