-78.7%
SNAP vs BB
+32.4%
-111.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.5% |
| 7D | +2.6% | +9.0% | -6.4% | +0.3% |
| 30D | -19.6% | +7.7% | -27.2% | -21.2% |
| 3M | +0.4% | +4.0% | -3.6% | -1.7% |
| 6M | -5.9% | +46.6% | -52.6% | -18.2% |
| YTD | -35.3% | +140.6% | -175.9% | -51.0% |
| 1Y | -42.6% | +103.1% | -145.7% | -54.6% |
| 3Y | -53.9% | +150.5% | -204.4% | -67.7% |
| 5Y | -90.3% | -15.4% | -74.9% | -91.5% |
| All | -78.7% | +32.4% | -111.0% | -86.9% |
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