-47.7%
SNAP vs BAH
-32.2%
-15.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.7% |
| 7D | +0.7% | -3.2% | +4.0% | +1.4% |
| 30D | +2.6% | +2.0% | +0.6% | +2.1% |
| 3M | -9.9% | -7.6% | -2.3% | -8.6% |
| 6M | +1.9% | -5.7% | +7.5% | +2.5% |
| YTD | -32.2% | -11.7% | -20.5% | -31.0% |
| 1Y | -22.8% | -27.4% | +4.5% | -18.8% |
| All | -47.7% | -32.2% | -15.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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