+149.4%
BAC vs SNAP
-77.7%
+227.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.7% |
| 7D | -1.9% | -9.8% | +7.9% | -0.9% |
| 30D | -7.2% | -18.2% | +11.1% | -5.5% |
| 3M | -20.4% | -3.1% | -17.3% | -20.5% |
| 6M | +1.3% | -7.1% | +8.4% | +1.1% |
| YTD | -6.4% | -33.8% | +27.4% | -4.0% |
| 1Y | -3.5% | -39.0% | +35.5% | -0.3% |
| 3Y | +96.7% | -52.8% | +149.5% | +100.5% |
| 5Y | +20.6% | -90.0% | +110.6% | +31.6% |
| All | +149.4% | -77.7% | +227.1% | +116.2% |
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