-79.4%
SNAP vs BAX
-40.1%
-39.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.9% |
| 7D | -7.3% | +9.0% | -16.4% | -10.0% |
| 30D | -18.9% | +8.5% | -27.4% | -21.2% |
| 3M | -5.3% | -4.1% | -1.2% | -3.8% |
| 6M | -16.9% | +46.9% | -63.9% | -27.7% |
| YTD | -37.4% | +38.4% | -75.8% | -45.3% |
| 1Y | -38.5% | +47.0% | -85.5% | -47.5% |
| 3Y | -55.1% | -14.9% | -40.1% | -54.5% |
| 5Y | -90.8% | -62.5% | -28.3% | -87.3% |
| All | -79.4% | -40.1% | -39.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling