+0.2%
BA vs SNAP
-78.1%
+78.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | +6.0% | -7.1% | -2.0% |
| 30D | -7.1% | -13.8% | +6.6% | -5.3% |
| 3M | -25.5% | -0.8% | -24.8% | -25.8% |
| 6M | -28.7% | -6.2% | -22.5% | -28.8% |
| YTD | -21.0% | -34.8% | +13.8% | -17.7% |
| 1Y | -11.9% | -38.7% | +26.8% | -7.4% |
| 3Y | -16.2% | -53.5% | +37.3% | -13.4% |
| 5Y | -22.4% | -90.2% | +67.8% | -9.7% |
| All | +0.2% | -78.1% | +78.3% | -14.5% |
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