+18.0%
BAC vs SNAP
-90.7%
+108.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -1.2% | -7.1% | +5.9% | -0.5% |
| 30D | -7.7% | -14.6% | +7.0% | -6.2% |
| 3M | -21.2% | -5.0% | -16.2% | -21.0% |
| 6M | -6.8% | -18.8% | +12.0% | -5.6% |
| YTD | -8.7% | -38.5% | +29.8% | -5.4% |
| 1Y | -5.3% | -38.1% | +32.8% | -2.0% |
| 3Y | +87.4% | -53.8% | +141.2% | +91.2% |
| All | +18.0% | -90.7% | +108.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling