-79.7%
SNAP vs BB
+26.9%
-106.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.7% |
| 7D | -7.1% | +3.8% | -10.9% | -7.9% |
| 30D | -14.6% | -0.3% | -14.3% | -14.8% |
| 3M | -5.0% | -0.5% | -4.5% | -5.9% |
| 6M | -18.8% | +45.9% | -64.7% | -29.3% |
| YTD | -38.5% | +130.6% | -169.1% | -52.9% |
| 1Y | -38.1% | +89.2% | -127.3% | -50.2% |
| 3Y | -53.8% | +137.5% | -191.3% | -67.2% |
| 5Y | -90.7% | -20.9% | -69.8% | -91.7% |
| All | -79.7% | +26.9% | -106.6% | -87.4% |
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 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