+125.2%
BP vs SNAP
-77.7%
+203.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +1.1% |
| 7D | -0.8% | -9.8% | +9.0% | -0.2% |
| 30D | -3.1% | -18.2% | +15.1% | -2.1% |
| 3M | +6.2% | -3.1% | +9.2% | +6.0% |
| 6M | +4.8% | -7.1% | +11.9% | +4.6% |
| YTD | +35.2% | -33.8% | +69.0% | +37.3% |
| 1Y | +27.4% | -39.0% | +66.5% | +30.1% |
| 3Y | +49.8% | -52.8% | +102.6% | +51.0% |
| 5Y | +109.4% | -90.0% | +199.4% | +124.6% |
| All | +125.2% | -77.7% | +203.0% | +87.6% |
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 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