-77.7%
SNAP vs BB
+11.8%
-89.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -5.6% | +6.4% | +2.2% |
| 30D | +2.6% | -11.8% | +14.4% | +5.6% |
| 3M | -9.9% | -25.5% | +15.6% | -4.9% |
| 6M | +1.9% | +121.3% | -119.4% | -20.8% |
| YTD | -32.2% | +103.2% | -135.4% | -46.0% |
| 1Y | -22.8% | +102.6% | -125.5% | -38.8% |
| 3Y | -47.6% | +37.5% | -85.1% | -57.3% |
| 5Y | -92.7% | -30.4% | -62.3% | -93.3% |
| All | -77.7% | +11.8% | -89.4% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling