-91.0%
SNAP vs ALM
+396.4%
-487.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -7.1% | -6.7% | -0.4% | -6.7% |
| 30D | -14.6% | -32.9% | +18.3% | -12.7% |
| 3M | -5.0% | -39.5% | +34.5% | -2.6% |
| 6M | -18.8% | -62.0% | +43.2% | -15.1% |
| YTD | -38.5% | -7.8% | -30.7% | -38.6% |
| 1Y | -38.1% | +26.7% | -64.8% | -39.0% |
| 3Y | -53.8% | +825.4% | -879.1% | -58.0% |
| All | -91.0% | +396.4% | -487.4% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling