-77.8%
SNAP vs BBWI
-40.1%
-37.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +1.0% |
| 30D | +1.9% | -6.2% | +8.1% | +2.9% |
| 3M | -3.9% | +4.3% | -8.2% | -6.4% |
| 6M | +5.2% | -7.2% | +12.4% | +4.7% |
| YTD | -32.7% | -3.0% | -29.7% | -34.2% |
| 1Y | -24.8% | -30.8% | +6.0% | -20.5% |
| 3Y | -42.2% | -43.4% | +1.2% | -37.4% |
| 5Y | -92.7% | -66.7% | -25.9% | -91.3% |
| All | -77.8% | -40.1% | -37.7% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling