-79.7%
SNAP vs ALLY
+121.1%
-200.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.7% |
| 7D | -7.1% | +0.9% | -8.0% | -7.4% |
| 30D | -14.6% | +3.1% | -17.7% | -15.8% |
| 3M | -5.0% | -12.6% | +7.6% | +1.9% |
| 6M | -18.8% | -12.4% | -6.4% | -13.1% |
| YTD | -38.5% | -13.2% | -25.4% | -34.1% |
| 1Y | -38.1% | +1.8% | -39.9% | -38.8% |
| 3Y | -53.8% | +58.0% | -111.7% | -63.6% |
| 5Y | -90.7% | -8.4% | -82.2% | -90.7% |
| All | -79.7% | +121.1% | -200.9% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling