-92.8%
SNAP vs BAH
-3.4%
-89.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 6M | +1.9% | -5.7% | +7.5% | +2.4% |
| YTD | -32.2% | -11.7% | -20.5% | -31.1% |
| 1Y | -22.8% | -27.4% | +4.5% | -19.1% |
| 3Y | -47.6% | -32.5% | -15.1% | -45.1% |
| All | -92.8% | -3.4% | -89.4% | -93.0% |
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