-78.2%
SNAP vs BG
+63.0%
-141.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.6% |
| 7D | -9.8% | +3.4% | -13.2% | -10.6% |
| 30D | -18.2% | -3.8% | -14.4% | -17.5% |
| 3M | -3.1% | -9.6% | +6.5% | -1.0% |
| 6M | -7.1% | -19.5% | +12.4% | -2.4% |
| YTD | -33.8% | +14.6% | -48.4% | -38.3% |
| 1Y | -39.0% | +6.6% | -45.7% | -41.9% |
| 3Y | -52.8% | +4.7% | -57.5% | -55.6% |
| 5Y | -90.0% | +22.1% | -112.0% | -91.3% |
| All | -78.2% | +63.0% | -141.2% | -85.6% |
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