-78.3%
SNAP vs LYB
+20.1%
-98.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.0% |
| 30D | -0.7% | +4.0% | -4.8% | -2.3% |
| 3M | -5.0% | +2.4% | -7.4% | -6.5% |
| 6M | +3.5% | -1.4% | +4.9% | +0.6% |
| YTD | -34.2% | +53.9% | -88.1% | -47.1% |
| 1Y | -27.1% | +26.1% | -53.1% | -36.9% |
| 3Y | -43.5% | -21.0% | -22.4% | -41.5% |
| 5Y | -92.9% | -0.7% | -92.1% | -93.2% |
| All | -78.3% | +20.1% | -98.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling