+24.0%
BA vs SNAP
-77.2%
+101.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.4% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -11.6% | +2.6% | -14.3% | -12.1% |
| 3M | -2.4% | -9.9% | +7.5% | -1.5% |
| 6M | -6.6% | +1.9% | -8.5% | -7.9% |
| YTD | -2.2% | -32.2% | +30.0% | +1.7% |
| 1Y | -8.0% | -22.8% | +14.8% | -6.5% |
| 3Y | -5.0% | -47.6% | +42.6% | -3.3% |
| 5Y | -2.7% | -92.7% | +90.0% | +17.2% |
| All | +24.0% | -77.2% | +101.2% | +5.5% |
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 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