-92.0%
SNAP vs LYB
-4.6%
-87.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | +9.2% | +2.5% | +6.8% | +7.8% |
| 3M | +6.6% | +1.4% | +5.2% | +5.1% |
| 6M | +16.9% | -3.5% | +20.4% | +13.1% |
| YTD | -29.6% | +52.0% | -81.6% | -48.0% |
| 1Y | -22.1% | +22.1% | -44.1% | -35.1% |
| 3Y | -39.8% | -22.8% | -17.1% | -35.3% |
| All | -92.0% | -4.6% | -87.4% | -92.1% |
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