-52.6%
SNAP vs ALLY
+57.0%
-109.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.3% | -12.7% | -13.2% |
| 7D | -10.4% | -1.1% | -9.3% | -9.5% |
| 30D | -11.9% | +4.2% | -16.1% | -14.0% |
| 3M | -4.5% | -12.4% | +7.9% | +3.9% |
| 6M | -16.7% | -8.7% | -8.0% | -11.9% |
| YTD | -36.9% | -11.6% | -25.3% | -32.2% |
| 1Y | -30.3% | +0.2% | -30.4% | -30.9% |
| All | -52.6% | +57.0% | -109.6% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling