-79.6%
SNAP vs BG
+61.6%
-141.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -10.6% | +5.0% | -15.5% | -11.8% |
| 30D | -19.7% | -3.2% | -16.5% | -19.2% |
| 3M | -6.5% | -11.2% | +4.6% | -4.1% |
| 6M | -17.8% | -19.4% | +1.7% | -13.6% |
| YTD | -38.0% | +13.6% | -51.7% | -42.1% |
| 1Y | -42.5% | +7.3% | -49.7% | -45.3% |
| 3Y | -55.8% | +3.8% | -59.6% | -58.4% |
| 5Y | -90.5% | +23.2% | -113.7% | -91.8% |
| All | -79.6% | +61.6% | -141.2% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling