-78.2%
SNAP vs ALLY
+121.7%
-199.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.0% |
| 7D | -9.8% | -2.8% | -7.0% | -8.3% |
| 30D | -18.2% | +1.9% | -20.1% | -18.8% |
| 3M | -3.1% | -12.1% | +9.0% | +3.7% |
| 6M | -7.1% | -9.0% | +1.9% | -2.5% |
| YTD | -33.8% | -12.9% | -20.9% | -29.1% |
| 1Y | -39.0% | -0.1% | -39.0% | -39.1% |
| 3Y | -52.8% | +64.6% | -117.4% | -63.6% |
| 5Y | -90.0% | -10.1% | -79.9% | -89.9% |
| All | -78.2% | +121.7% | -199.9% | -86.7% |
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