-41.8%
SNAP vs BIYA
-99.8%
+58.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.5% | +2.7% | -1.2% | +1.4% |
| 30D | +1.9% | -18.7% | +20.6% | +2.2% |
| 3M | -3.9% | -72.0% | +68.1% | -4.0% |
| 6M | +5.2% | -86.4% | +91.6% | +5.2% |
| YTD | -32.7% | -94.2% | +61.4% | -31.1% |
| 1Y | -24.8% | -98.4% | +73.6% | -19.6% |
| All | -41.8% | -99.8% | +58.0% | -36.9% |
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