-90.5%
SNAP vs BAX
-64.2%
-26.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | -13.8% | +4.1% | -17.8% | -14.8% |
| 3M | -0.8% | -4.5% | +3.8% | +0.8% |
| 6M | -6.2% | +49.2% | -55.5% | -17.5% |
| YTD | -34.8% | +35.2% | -70.1% | -41.8% |
| 1Y | -38.7% | +38.3% | -77.0% | -45.8% |
| 3Y | -53.5% | -19.0% | -34.4% | -51.8% |
| All | -90.5% | -64.2% | -26.3% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling