-42.2%
SNAP vs MTB
+118.5%
-160.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +1.5% | +2.8% | -1.3% | -0.2% |
| 30D | +1.9% | -4.2% | +6.1% | +4.5% |
| 3M | -3.9% | +7.8% | -11.7% | -8.7% |
| 6M | +5.2% | +14.8% | -9.6% | -4.3% |
| YTD | -32.7% | +20.8% | -53.5% | -41.2% |
| 1Y | -24.8% | +23.1% | -47.9% | -35.4% |
| 3Y | -42.2% | +114.8% | -157.0% | -66.8% |
| All | -42.2% | +118.5% | -160.7% | -66.8% |
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