+532.2%
BE vs SNAP
-90.3%
+622.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | +10.8% | +6.0% | +4.8% | +9.2% |
| 30D | -19.8% | -13.8% | -6.0% | -16.0% |
| 3M | -18.7% | -0.8% | -18.0% | -18.8% |
| 6M | -33.7% | -6.2% | -27.5% | -33.9% |
| YTD | +121.0% | -34.8% | +155.8% | +141.6% |
| 1Y | +85.4% | -38.7% | +124.1% | +106.5% |
| 3Y | +1,709.5% | -53.5% | +1,763.0% | +1,848.5% |
| All | +532.2% | -90.3% | +622.5% | +1,038.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling