-53.8%
SNAP vs BBWI
-25.1%
-28.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.4% |
| 7D | +2.6% | -4.5% | +7.1% | +3.9% |
| 30D | -19.6% | +17.1% | -36.7% | -23.0% |
| 3M | +0.4% | +17.5% | -17.1% | -5.2% |
| 6M | -5.9% | +12.8% | -18.8% | -11.4% |
| YTD | -35.3% | +8.2% | -43.5% | -39.2% |
| 1Y | -42.6% | -1.8% | -40.8% | -44.9% |
| All | -53.8% | -25.1% | -28.7% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling