-90.5%
SNAP vs LYB
-4.9%
-85.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +6.0% | +6.1% | -0.1% | +3.7% |
| 30D | -13.8% | +5.3% | -19.1% | -15.8% |
| 3M | -0.8% | +4.3% | -5.1% | -3.4% |
| 6M | -6.2% | -10.8% | +4.6% | -3.0% |
| YTD | -34.8% | +53.8% | -88.6% | -52.4% |
| 1Y | -38.7% | +50.5% | -89.2% | -55.0% |
| 3Y | -53.5% | -16.4% | -37.0% | -52.1% |
| All | -90.5% | -4.9% | -85.7% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling