-78.3%
SNAP vs BG
+100.8%
-179.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -0.7% | +10.3% | -11.1% | -3.6% |
| 3M | -5.0% | -1.9% | -3.1% | -5.0% |
| 6M | +3.5% | +5.2% | -1.7% | +0.7% |
| YTD | -34.2% | +41.2% | -75.4% | -41.8% |
| 1Y | -27.1% | +50.5% | -77.6% | -37.3% |
| 3Y | -43.5% | +19.9% | -63.4% | -48.6% |
| 5Y | -92.9% | +86.7% | -179.6% | -94.6% |
| All | -78.3% | +100.8% | -179.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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