-91.0%
SNAP vs BAH
+8.3%
-99.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.9% | -1.6% |
| 7D | -7.1% | -3.5% | -3.6% | -6.5% |
| 30D | -14.6% | +24.3% | -38.9% | -18.7% |
| 3M | -5.0% | +16.3% | -21.3% | -8.3% |
| 6M | -18.8% | +13.6% | -32.4% | -21.4% |
| YTD | -38.5% | +3.5% | -42.0% | -39.7% |
| 1Y | -38.1% | +2.7% | -40.8% | -39.3% |
| 3Y | -53.8% | -26.6% | -27.2% | -52.7% |
| All | -91.0% | +8.3% | -99.2% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling