+173.2%
BKR vs SNAP
-92.7%
+265.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.6% | -6.9% |
| 7D | -6.7% | -3.2% | -3.5% | -6.5% |
| 30D | -8.3% | +0.2% | -8.5% | -8.5% |
| 3M | -5.4% | +2.6% | -8.0% | -5.9% |
| 6M | +0.8% | +12.4% | -11.6% | -0.7% |
| YTD | +31.8% | -31.6% | +63.4% | +34.3% |
| 1Y | +28.6% | -21.7% | +50.3% | +29.5% |
| 3Y | +71.2% | -41.2% | +112.4% | +71.8% |
| All | +173.2% | -92.7% | +265.9% | +190.4% |
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 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