-90.5%
SNAP vs BB
-17.6%
-72.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | +6.0% | +1.8% | +4.2% | +5.3% |
| 30D | -13.8% | +8.1% | -21.9% | -16.8% |
| 3M | -0.8% | -1.0% | +0.2% | -2.3% |
| 6M | -6.2% | +45.9% | -52.1% | -25.8% |
| YTD | -34.8% | +134.8% | -169.6% | -58.9% |
| 1Y | -38.7% | +104.6% | -143.3% | -59.1% |
| 3Y | -53.5% | +152.8% | -206.3% | -76.0% |
| All | -90.5% | -17.6% | -72.9% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling