+641.7%
BE vs SNAP
-62.5%
+704.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | -13.4% | -10.6% | -2.8% | -10.2% |
| 30D | -33.9% | -19.7% | -14.2% | -29.4% |
| 3M | -12.0% | -6.5% | -5.4% | -10.9% |
| 6M | -29.0% | -17.8% | -11.2% | -26.6% |
| YTD | +113.4% | -38.0% | +151.4% | +137.2% |
| 1Y | +33.2% | -42.5% | +75.6% | +51.9% |
| 3Y | +1,659.2% | -55.8% | +1,715.0% | +1,838.2% |
| 5Y | +461.4% | -90.5% | +551.9% | +741.4% |
| All | +641.7% | -62.5% | +704.1% | +290.9% |
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