-90.4%
SNAP vs ALLY
-7.4%
-83.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.3% | -12.7% | -13.1% |
| 7D | -10.4% | -1.1% | -9.3% | -9.5% |
| 30D | -11.9% | +4.2% | -16.1% | -14.2% |
| 3M | -4.5% | -12.4% | +7.9% | +4.6% |
| 6M | -16.7% | -8.7% | -8.0% | -11.5% |
| YTD | -36.9% | -11.6% | -25.3% | -31.8% |
| 1Y | -30.3% | +0.2% | -30.4% | -31.2% |
| 3Y | -52.5% | +57.1% | -109.6% | -67.1% |
| 5Y | -90.4% | -6.8% | -83.6% | -89.5% |
| All | -90.4% | -7.4% | -83.0% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling