+2.0%
BA vs SNAP
-77.7%
+79.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.3% |
| 7D | -1.4% | -9.8% | +8.4% | -0.1% |
| 30D | -7.9% | -18.2% | +10.3% | -5.4% |
| 3M | -25.2% | -3.1% | -22.1% | -25.2% |
| 6M | -26.7% | -7.1% | -19.6% | -26.7% |
| YTD | -19.6% | -33.8% | +14.2% | -16.4% |
| 1Y | -10.6% | -39.0% | +28.5% | -6.0% |
| 3Y | -11.2% | -52.8% | +41.6% | -8.5% |
| 5Y | -20.4% | -90.0% | +69.5% | -7.7% |
| All | +2.0% | -77.7% | +79.8% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling