-10.6%
BA vs SNAP
-22.3%
+11.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.0% |
| 7D | +5.9% | -0.7% | +6.6% | +5.9% |
| 30D | -8.2% | +5.5% | -13.7% | -9.2% |
| 3M | -25.4% | +2.2% | -27.6% | -26.1% |
| 6M | -20.0% | -4.1% | -16.0% | -20.9% |
| YTD | -18.5% | -26.6% | +8.2% | -21.3% |
| 1Y | -10.6% | -20.7% | +10.1% | -14.0% |
| All | -10.6% | -22.3% | +11.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling