+260.1%
BLK vs SNAP
-77.2%
+337.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -3.6% | +0.7% | -4.4% | -3.7% |
| 30D | -1.0% | +2.6% | -3.6% | -1.5% |
| 3M | +10.4% | -9.9% | +20.3% | +11.1% |
| 6M | +8.2% | +1.9% | +6.3% | +6.8% |
| YTD | +6.0% | -32.2% | +38.2% | +9.6% |
| 1Y | +3.3% | -22.8% | +26.2% | +4.8% |
| 3Y | +70.3% | -47.6% | +117.9% | +72.6% |
| 5Y | +34.5% | -92.7% | +127.2% | +55.0% |
| All | +260.1% | -77.2% | +337.3% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling