+143.2%
BAC vs SNAP
-79.3%
+222.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -21.2% | -5.0% | -16.2% | -21.0% |
| 6M | -6.8% | -18.8% | +12.0% | -5.7% |
| YTD | -8.7% | -38.5% | +29.8% | -5.6% |
| 1Y | -5.3% | -38.1% | +32.8% | -2.2% |
| 3Y | +87.4% | -53.8% | +141.2% | +91.5% |
| 5Y | +18.9% | -90.7% | +109.6% | +30.7% |
| All | +143.2% | -79.3% | +222.6% | +112.4% |
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