-42.5%
SNAP vs ALM
+12.3%
-54.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | -0.1% |
| 7D | -10.6% | -6.3% | -4.2% | -9.7% |
| 30D | -19.7% | -31.4% | +11.7% | -16.4% |
| 3M | -6.5% | -40.6% | +34.0% | -2.1% |
| 6M | -17.8% | -58.6% | +40.9% | -11.1% |
| YTD | -38.0% | -7.6% | -30.4% | -40.2% |
| 1Y | -42.5% | +13.8% | -56.3% | -46.0% |
| All | -42.5% | +12.3% | -54.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling