+128.6%
BP vs SNAP
-92.8%
+221.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +0.7% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | +7.6% | +2.6% | +5.0% | +7.4% |
| 3M | +0.7% | -9.9% | +10.6% | +1.0% |
| 6M | +15.5% | +1.9% | +13.6% | +14.9% |
| YTD | +30.8% | -32.2% | +63.0% | +32.6% |
| 1Y | +34.3% | -22.8% | +57.2% | +35.0% |
| 3Y | +35.1% | -47.6% | +82.7% | +35.5% |
| All | +128.6% | -92.8% | +221.4% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling