-77.7%
SNAP vs ALM
+3,465.7%
-3,543.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.0% |
| 7D | +0.7% | -2.6% | +3.3% | +0.9% |
| 30D | +2.6% | +32.0% | -29.4% | +1.1% |
| 3M | -9.9% | -15.0% | +5.2% | -9.7% |
| 6M | +1.9% | -10.1% | +12.0% | +1.4% |
| YTD | -32.2% | +99.4% | -131.7% | -34.9% |
| 1Y | -22.8% | +316.4% | -339.2% | -28.2% |
| 3Y | -47.6% | +2,022.0% | -2,069.6% | -55.4% |
| 5Y | -92.7% | +941.2% | -1,033.9% | -93.7% |
| All | -77.7% | +3,465.7% | -3,543.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling