-53.8%
SNAP vs BAX
-19.9%
-33.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -7.1% | +12.1% | -19.2% | -10.4% |
| 30D | -14.6% | +7.6% | -22.2% | -16.5% |
| 3M | -5.0% | -4.5% | -0.5% | -3.5% |
| 6M | -18.8% | +52.0% | -70.8% | -28.5% |
| YTD | -38.5% | +35.1% | -73.7% | -44.9% |
| 1Y | -38.1% | +43.7% | -81.8% | -45.8% |
| 3Y | -53.8% | -20.9% | -32.8% | -49.9% |
| All | -53.8% | -19.9% | -33.8% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling