-18.8%
SNAP vs BBWI
+16.7%
-35.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.4% |
| 7D | -7.1% | -6.2% | -0.9% | -6.6% |
| 30D | -14.6% | +19.9% | -34.6% | -13.7% |
| 3M | -5.0% | +7.1% | -12.1% | -3.8% |
| 6M | -18.8% | +13.7% | -32.5% | -17.5% |
| All | -18.8% | +16.7% | -35.5% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling