-77.8%
SNAP vs BB
+14.2%
-92.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +1.9% | -12.4% | +14.2% | +4.9% |
| 3M | -3.9% | -15.3% | +11.4% | -1.9% |
| 6M | +5.2% | +128.8% | -123.5% | -18.9% |
| YTD | -32.7% | +107.7% | -140.4% | -46.7% |
| 1Y | -24.8% | +103.9% | -128.7% | -40.5% |
| 3Y | -42.2% | +72.6% | -114.8% | -55.4% |
| 5Y | -92.7% | -24.3% | -68.4% | -93.3% |
| All | -77.8% | +14.2% | -92.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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