-78.2%
SNAP vs BB
+36.4%
-114.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.1% |
| 7D | -9.8% | +7.3% | -17.1% | -11.3% |
| 30D | -18.2% | +11.2% | -29.5% | -20.6% |
| 3M | -3.1% | +4.7% | -7.8% | -5.3% |
| 6M | -7.1% | +51.1% | -58.3% | -19.8% |
| YTD | -33.8% | +148.0% | -181.9% | -50.2% |
| 1Y | -39.0% | +106.1% | -145.2% | -52.0% |
| 3Y | -52.8% | +158.2% | -211.1% | -67.3% |
| 5Y | -90.0% | -10.8% | -79.2% | -91.3% |
| All | -78.2% | +36.4% | -114.6% | -86.7% |
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