+1.3%
BA vs SNAP
-79.2%
+80.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | 0.0% | -10.6% | +10.6% | +1.5% |
| 30D | -8.9% | -19.7% | +10.8% | -6.2% |
| 3M | -25.5% | -6.5% | -19.0% | -25.2% |
| 6M | -27.0% | -17.8% | -9.2% | -25.6% |
| YTD | -20.1% | -38.0% | +17.9% | -16.1% |
| 1Y | -11.0% | -42.5% | +31.5% | -5.6% |
| 3Y | -11.8% | -55.8% | +44.0% | -8.2% |
| 5Y | -20.6% | -90.5% | +69.9% | -7.2% |
| All | +1.3% | -79.2% | +80.5% | -12.9% |
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