-77.7%
SNAP vs MTB
+83.8%
-161.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | +2.6% | -4.2% | +6.8% | +4.2% |
| 3M | -9.9% | +8.9% | -18.8% | -12.9% |
| 6M | +1.9% | +10.9% | -9.0% | -2.2% |
| YTD | -32.2% | +21.5% | -53.7% | -37.3% |
| 1Y | -22.8% | +21.9% | -44.8% | -28.8% |
| 3Y | -47.6% | +109.2% | -156.9% | -60.0% |
| 5Y | -92.7% | +102.0% | -194.7% | -94.3% |
| All | -77.7% | +83.8% | -161.4% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling