+80.2%
BKR vs SNAP
-77.0%
+157.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.6% | -7.0% |
| 7D | -6.7% | -3.2% | -3.5% | -6.4% |
| 30D | -8.3% | +0.2% | -8.5% | -8.5% |
| 3M | -5.4% | +2.6% | -8.0% | -6.1% |
| 6M | +0.8% | +12.4% | -11.6% | -1.2% |
| YTD | +31.8% | -31.6% | +63.4% | +34.8% |
| 1Y | +28.6% | -21.7% | +50.3% | +29.6% |
| 3Y | +71.2% | -41.2% | +112.4% | +71.0% |
| 5Y | +179.2% | -92.6% | +271.8% | +214.5% |
| All | +80.2% | -77.0% | +157.2% | +48.4% |
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