+675.5%
BE vs SNAP
-62.1%
+737.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +11.4% |
| 7D | -1.2% | -7.3% | +6.1% | +1.4% |
| 30D | -30.9% | -18.9% | -11.9% | -26.4% |
| 3M | -11.6% | -5.3% | -6.4% | -10.9% |
| 6M | -25.7% | -16.9% | -8.8% | -23.5% |
| YTD | +123.1% | -37.4% | +160.6% | +147.3% |
| 1Y | +43.4% | -38.5% | +81.9% | +60.3% |
| 3Y | +1,683.6% | -55.1% | +1,738.7% | +1,854.6% |
| 5Y | +465.4% | -90.8% | +556.2% | +754.7% |
| All | +675.5% | -62.1% | +737.6% | +307.5% |
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 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