-53.8%
SNAP vs ALM
+825.4%
-879.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -7.1% | -6.7% | -0.4% | -6.5% |
| 30D | -14.6% | -32.9% | +18.3% | -11.8% |
| 3M | -5.0% | -39.5% | +34.5% | -1.6% |
| 6M | -18.8% | -62.0% | +43.2% | -13.3% |
| YTD | -38.5% | -7.8% | -30.7% | -39.1% |
| 1Y | -38.1% | +26.7% | -64.8% | -40.1% |
| 3Y | -53.8% | +825.4% | -879.1% | -64.3% |
| All | -53.8% | +825.4% | -879.1% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling