-41.9%
SNAP vs ALM
+21.0%
-62.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +0.8% |
| 7D | -7.3% | +0.7% | -8.1% | -7.3% |
| 30D | -18.9% | -26.1% | +7.1% | -16.3% |
| 3M | -5.3% | -38.1% | +32.9% | -1.2% |
| 6M | -16.9% | -55.4% | +38.5% | -11.0% |
| YTD | -37.4% | -0.4% | -37.0% | -40.2% |
| All | -41.9% | +21.0% | -62.9% | -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