+3.7%
BIL vs SNAP
-41.1%
+44.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.3% | -19.6% | +19.9% | +0.3% |
| 3M | +0.9% | +0.4% | +0.5% | +0.9% |
| 6M | +1.8% | -5.9% | +7.8% | +1.8% |
| YTD | +3.1% | -35.3% | +38.5% | +3.1% |
| 1Y | +3.7% | -42.6% | +46.3% | +3.7% |
| All | +3.7% | -41.1% | +44.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling