-45.9%
SNAP vs BIYA
-99.9%
+54.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.8% |
| 7D | -7.3% | -7.8% | +0.4% | -7.2% |
| 30D | -18.9% | -38.5% | +19.6% | -18.3% |
| 3M | -5.3% | -59.5% | +54.3% | -4.3% |
| 6M | -16.9% | -89.2% | +72.2% | -16.8% |
| YTD | -37.4% | -97.1% | +59.7% | -35.5% |
| 1Y | -38.5% | -99.0% | +60.5% | -33.0% |
| All | -45.9% | -99.9% | +54.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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