-76.8%
SNAP vs LYB
+18.5%
-95.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | +9.2% | +2.5% | +6.8% | +8.0% |
| 3M | +6.6% | +1.4% | +5.2% | +5.3% |
| 6M | +16.9% | -3.5% | +20.4% | +14.4% |
| YTD | -29.6% | +52.0% | -81.6% | -43.1% |
| 1Y | -22.1% | +22.1% | -44.1% | -31.8% |
| 3Y | -39.8% | -22.8% | -17.1% | -37.3% |
| 5Y | -92.4% | -3.4% | -89.0% | -92.7% |
| All | -76.8% | +18.5% | -95.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling