+707.7%
BE vs SNAP
-60.8%
+768.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.9% |
| 7D | +20.5% | +2.6% | +18.0% | +19.9% |
| 30D | -23.4% | -19.6% | -3.8% | -17.9% |
| 3M | -14.9% | +0.4% | -15.2% | -15.2% |
| 6M | -28.1% | -5.9% | -22.1% | -28.3% |
| YTD | +132.4% | -35.3% | +167.7% | +155.5% |
| 1Y | +59.4% | -42.6% | +101.9% | +82.2% |
| 3Y | +1,815.8% | -53.9% | +1,869.7% | +1,987.2% |
| 5Y | +491.3% | -90.3% | +581.6% | +780.6% |
| All | +707.7% | -60.8% | +768.5% | +320.9% |
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