-92.7%
SNAP vs BG
+84.8%
-177.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.6% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +1.9% | +15.0% | -13.2% | -1.2% |
| 3M | -3.9% | -0.7% | -3.2% | -4.0% |
| 6M | +5.2% | +7.5% | -2.3% | +2.5% |
| YTD | -32.7% | +41.6% | -74.3% | -39.4% |
| 1Y | -24.8% | +50.7% | -75.5% | -34.0% |
| 3Y | -42.2% | +20.3% | -62.5% | -47.8% |
| 5Y | -92.7% | +85.2% | -177.9% | -94.4% |
| All | -92.7% | +84.8% | -177.4% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling