-53.5%
SNAP vs MTB
+106.3%
-159.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +6.0% | +1.5% | +4.5% | +5.0% |
| 30D | -13.8% | +2.3% | -16.1% | -14.8% |
| 3M | -0.8% | -12.1% | +11.4% | +7.9% |
| 6M | -6.2% | +9.8% | -16.0% | -12.0% |
| YTD | -34.8% | +12.0% | -46.8% | -40.2% |
| 1Y | -38.7% | +22.0% | -60.7% | -47.1% |
| 3Y | -53.5% | +107.6% | -161.1% | -72.0% |
| All | -53.5% | +106.3% | -159.7% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling