-90.3%
SNAP vs BAH
+7.1%
-97.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +2.6% | -3.2% | +5.8% | +3.2% |
| 30D | -19.6% | +19.5% | -39.1% | -22.7% |
| 3M | +0.4% | +11.1% | -10.7% | -2.2% |
| 6M | -5.9% | +16.3% | -22.3% | -9.4% |
| YTD | -35.3% | +4.8% | -40.1% | -36.7% |
| 1Y | -42.6% | +4.9% | -47.5% | -43.9% |
| 3Y | -53.9% | -27.0% | -26.9% | -52.7% |
| 5Y | -90.3% | +5.7% | -96.0% | -91.3% |
| All | -90.3% | +7.1% | -97.3% | -91.3% |
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