+121.9%
BP vs SNAP
-79.0%
+200.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -6.9% | -7.3% | +0.5% | -6.5% |
| 30D | -3.6% | -18.9% | +15.4% | -2.5% |
| 3M | +8.4% | -5.3% | +13.7% | +8.4% |
| 6M | +5.3% | -16.9% | +22.3% | +5.8% |
| YTD | +33.2% | -37.4% | +70.6% | +35.7% |
| 1Y | +28.2% | -38.5% | +66.7% | +30.7% |
| 3Y | +49.2% | -55.1% | +104.3% | +50.9% |
| 5Y | +102.9% | -90.8% | +193.7% | +118.9% |
| All | +121.9% | -79.0% | +200.9% | +85.4% |
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