-41.4%
SNAP vs BIYA
-99.8%
+58.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.0% |
| 7D | +0.7% | +1.3% | -0.6% | +0.7% |
| 30D | +2.6% | -21.0% | +23.6% | +3.0% |
| 3M | -9.9% | -74.3% | +64.4% | -9.8% |
| 6M | +1.9% | -84.6% | +86.5% | +1.2% |
| YTD | -32.2% | -94.2% | +61.9% | -30.6% |
| 1Y | -22.8% | -98.2% | +75.4% | -18.0% |
| All | -41.4% | -99.8% | +58.4% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling