+387.2%
BE vs SNAP
-90.7%
+477.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +4.2% |
| 7D | -14.7% | -7.1% | -7.6% | -12.7% |
| 30D | -40.5% | -14.6% | -25.9% | -37.7% |
| 3M | -24.3% | -5.0% | -19.4% | -23.8% |
| 6M | -39.3% | -18.8% | -20.5% | -37.0% |
| YTD | +99.4% | -38.5% | +137.9% | +121.2% |
| 1Y | +26.6% | -38.1% | +64.7% | +40.6% |
| 3Y | +1,616.9% | -53.8% | +1,670.7% | +1,746.7% |
| All | +387.2% | -90.7% | +477.9% | +715.7% |
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