-79.4%
SNAP vs BLDR
+344.5%
-423.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -0.1% |
| 7D | -7.3% | -2.7% | -4.6% | -6.4% |
| 30D | -18.9% | +24.8% | -43.8% | -25.7% |
| 3M | -5.3% | -11.7% | +6.4% | -2.1% |
| 6M | -16.9% | -14.8% | -2.2% | -14.2% |
| YTD | -37.4% | -35.9% | -1.5% | -29.5% |
| 1Y | -38.5% | -39.7% | +1.2% | -29.5% |
| 3Y | -55.1% | -45.6% | -9.5% | -49.0% |
| 5Y | -90.8% | -2.5% | -88.3% | -91.7% |
| All | -79.4% | +344.5% | -423.9% | -89.2% |
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