-92.8%
SNAP vs BBWI
-66.0%
-26.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.9% | -5.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | +2.6% | -5.2% | +7.8% | +3.7% |
| 3M | -9.9% | +11.1% | -21.0% | -15.9% |
| 6M | +1.9% | -13.4% | +15.2% | +3.9% |
| YTD | -32.2% | +0.1% | -32.3% | -35.8% |
| 1Y | -22.8% | -36.1% | +13.3% | -12.4% |
| 3Y | -47.6% | -44.1% | -3.5% | -41.9% |
| All | -92.8% | -66.0% | -26.8% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling