+50.3%
BP vs SNAP
-53.6%
+103.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +3.8% | +6.0% | -2.2% | +3.7% |
| 30D | -5.3% | -13.8% | +8.5% | -5.0% |
| 3M | +9.3% | -0.8% | +10.0% | +9.1% |
| 6M | +7.2% | -6.2% | +13.5% | +7.3% |
| YTD | +38.0% | -34.8% | +72.9% | +40.9% |
| 1Y | +33.2% | -38.7% | +71.9% | +36.5% |
| 3Y | +50.3% | -53.5% | +103.7% | +48.5% |
| All | +50.3% | -53.6% | +103.9% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling