-78.5%
SNAP vs BLDR
+308.9%
-387.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | +6.0% | -3.0% | +9.0% | +7.1% |
| 30D | -13.8% | +20.1% | -33.9% | -19.9% |
| 3M | -0.8% | -17.5% | +16.8% | +5.0% |
| 6M | -6.2% | -16.1% | +9.9% | -2.7% |
| YTD | -34.8% | -41.0% | +6.2% | -24.5% |
| 1Y | -38.7% | -41.6% | +2.9% | -29.0% |
| 3Y | -53.5% | -50.8% | -2.6% | -45.3% |
| 5Y | -90.2% | -10.8% | -79.4% | -90.9% |
| All | -78.5% | +308.9% | -387.4% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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