+737.9%
BE vs SNAP
-59.9%
+797.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +6.8% | +6.2% | +10.9% |
| 7D | +4.5% | -9.8% | +14.3% | +8.4% |
| 30D | -20.1% | -18.2% | -1.9% | -14.9% |
| 3M | -0.8% | -3.1% | +2.3% | -0.5% |
| 6M | -26.2% | -7.1% | -19.1% | -26.2% |
| YTD | +141.1% | -33.8% | +174.9% | +163.2% |
| 1Y | +64.8% | -39.0% | +103.9% | +85.1% |
| 3Y | +1,887.4% | -52.8% | +1,940.2% | +2,050.1% |
| 5Y | +518.1% | -90.0% | +608.1% | +811.9% |
| All | +737.9% | -59.9% | +797.8% | +333.6% |
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