-42.6%
SNAP vs BB
+100.9%
-143.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.6% |
| 7D | +2.6% | +9.0% | -6.4% | +0.6% |
| 30D | -19.6% | +7.7% | -27.2% | -20.9% |
| 3M | +0.4% | +4.0% | -3.6% | -1.1% |
| 6M | -5.9% | +46.6% | -52.6% | -20.6% |
| YTD | -35.3% | +140.6% | -175.9% | -59.5% |
| 1Y | -42.6% | +103.1% | -145.7% | -62.1% |
| All | -42.6% | +100.9% | -143.5% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling