+1,008.9%
BE vs SNAP
-59.2%
+1,068.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.4% | +9.8% |
| 7D | +29.8% | +1.5% | +28.3% | +29.1% |
| 30D | +26.4% | +1.9% | +24.5% | +24.8% |
| 3M | +9.3% | -3.9% | +13.2% | +8.4% |
| 6M | +105.1% | +5.2% | +99.8% | +96.4% |
| YTD | +219.0% | -32.7% | +251.8% | +246.3% |
| 1Y | +418.8% | -24.8% | +443.5% | +442.7% |
| 3Y | +1,784.6% | -42.2% | +1,826.7% | +1,814.6% |
| 5Y | +1,251.0% | -92.7% | +1,343.6% | +2,065.4% |
| All | +1,008.9% | -59.2% | +1,068.1% | +470.7% |
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