+0.8%
BA vs SNAP
-78.8%
+79.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.0% | +11.5% | -0.5% |
| 7D | -0.1% | -10.4% | +10.3% | +1.3% |
| 30D | -9.1% | -11.9% | +2.8% | -7.7% |
| 3M | -28.2% | -4.5% | -23.7% | -28.1% |
| 6M | -23.1% | -16.7% | -6.4% | -21.9% |
| YTD | -20.6% | -36.9% | +16.4% | -16.8% |
| 1Y | -12.7% | -30.3% | +17.6% | -10.0% |
| 3Y | -11.6% | -52.5% | +41.0% | -8.8% |
| 5Y | -23.1% | -90.4% | +67.3% | -10.2% |
| All | +0.8% | -78.8% | +79.6% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling