+253.3%
BLK vs SNAP
-77.4%
+330.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -3.1% | +1.9% | -5.0% | -3.5% |
| 3M | +10.7% | -3.9% | +14.6% | +10.6% |
| 6M | +15.9% | +5.2% | +10.6% | +13.9% |
| YTD | +4.0% | -32.7% | +36.7% | +7.6% |
| 1Y | +1.3% | -24.8% | +26.0% | +3.0% |
| 3Y | +69.6% | -42.2% | +111.7% | +70.1% |
| 5Y | +33.8% | -92.7% | +126.5% | +54.2% |
| All | +253.3% | -77.4% | +330.6% | +211.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling