-38.1%
SNAP vs BAX
+44.0%
-82.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -7.1% | +12.1% | -19.2% | -10.5% |
| 30D | -14.6% | +7.6% | -22.2% | -16.4% |
| 3M | -5.0% | -4.5% | -0.5% | -3.5% |
| 6M | -18.8% | +52.0% | -70.8% | -26.3% |
| YTD | -38.5% | +35.1% | -73.7% | -44.0% |
| 1Y | -38.1% | +43.7% | -81.8% | -44.2% |
| All | -38.1% | +44.0% | -82.1% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling