+118.0%
BP vs SNAP
-77.2%
+195.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +0.8% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | +7.6% | +2.6% | +5.0% | +7.3% |
| 3M | +0.7% | -9.9% | +10.6% | +1.0% |
| 6M | +15.5% | +1.9% | +13.6% | +14.4% |
| YTD | +30.8% | -32.2% | +63.0% | +33.0% |
| 1Y | +34.3% | -22.8% | +57.2% | +35.0% |
| 3Y | +35.1% | -47.6% | +82.7% | +35.3% |
| 5Y | +126.8% | -92.7% | +219.5% | +149.8% |
| All | +118.0% | -77.2% | +195.2% | +81.8% |
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