-5.3%
BAC vs SNAP
-42.2%
+36.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -1.2% | -7.1% | +5.9% | -0.3% |
| 30D | -7.7% | -14.6% | +7.0% | -6.1% |
| 3M | -21.2% | -5.0% | -16.2% | -20.8% |
| 6M | -6.8% | -18.8% | +12.0% | -5.1% |
| YTD | -8.7% | -38.5% | +29.8% | -7.2% |
| 1Y | -5.3% | -38.1% | +32.8% | -3.5% |
| All | -5.3% | -42.2% | +36.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling