+536.9%
BX vs SNAP
-79.0%
+615.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.5% |
| 7D | +3.3% | -7.3% | +10.6% | +4.5% |
| 30D | +9.6% | -18.9% | +28.5% | +13.4% |
| 3M | -8.7% | -5.3% | -3.4% | -8.2% |
| 6M | +2.2% | -16.9% | +19.2% | +4.4% |
| YTD | -16.2% | -37.4% | +21.2% | -10.9% |
| 1Y | -11.5% | -38.5% | +27.0% | -5.8% |
| 3Y | +41.0% | -55.1% | +96.1% | +48.8% |
| 5Y | +1.1% | -90.8% | +91.9% | +21.5% |
| All | +536.9% | -79.0% | +615.8% | +463.4% |
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 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