+911.5%
BE vs SNAP
-58.9%
+970.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.0% | +11.4% | +8.5% |
| 7D | +20.0% | +0.7% | +19.2% | +19.5% |
| 30D | +7.9% | +2.6% | +5.3% | +6.3% |
| 3M | -13.2% | -9.9% | -3.3% | -12.1% |
| 6M | +53.5% | +1.9% | +51.6% | +48.7% |
| YTD | +191.0% | -32.2% | +223.2% | +215.3% |
| 1Y | +360.5% | -22.8% | +383.4% | +378.5% |
| 3Y | +1,568.0% | -47.6% | +1,615.6% | +1,644.7% |
| 5Y | +1,055.2% | -92.7% | +1,147.9% | +1,755.7% |
| All | +911.5% | -58.9% | +970.4% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling