-91.0%
SNAP vs BB
-20.8%
-70.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.3% |
| 7D | -7.1% | +3.8% | -10.9% | -8.4% |
| 30D | -14.6% | -0.3% | -14.3% | -15.0% |
| 3M | -5.0% | -0.5% | -4.5% | -6.7% |
| 6M | -18.8% | +45.9% | -64.7% | -35.9% |
| YTD | -38.5% | +130.6% | -169.1% | -60.9% |
| 1Y | -38.1% | +89.2% | -127.3% | -57.3% |
| 3Y | -53.8% | +137.5% | -191.3% | -75.3% |
| All | -91.0% | -20.8% | -70.1% | -88.9% |
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 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