-47.7%
SNAP vs ALLY
+63.1%
-110.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +0.7% | +3.7% | -2.9% | -1.4% |
| 30D | +2.6% | -2.3% | +4.9% | +4.1% |
| 3M | -9.9% | +3.8% | -13.7% | -12.0% |
| 6M | +1.9% | +9.7% | -7.8% | -4.2% |
| YTD | -32.2% | -1.4% | -30.8% | -32.0% |
| 1Y | -22.8% | +8.2% | -31.1% | -27.3% |
| All | -47.7% | +63.1% | -110.8% | -61.8% |
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