+248.2%
BLK vs SNAP
-76.3%
+324.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | -3.3% | +3.8% | -7.1% | -3.8% |
| 30D | -6.5% | +9.2% | -15.8% | -7.6% |
| 3M | +6.7% | +6.6% | +0.2% | +5.3% |
| 6M | +14.7% | +16.9% | -2.1% | +11.4% |
| YTD | +2.5% | -29.6% | +32.1% | +5.5% |
| 1Y | -2.8% | -22.1% | +19.3% | -1.5% |
| 3Y | +65.9% | -39.8% | +105.7% | +65.5% |
| 5Y | +33.0% | -92.4% | +125.4% | +52.5% |
| All | +248.2% | -76.3% | +324.5% | +205.4% |
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