-53.8%
SNAP vs BLDR
-50.4%
-3.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -1.1% |
| 7D | -7.1% | -3.7% | -3.5% | -5.9% |
| 30D | -14.6% | +16.8% | -31.4% | -19.2% |
| 3M | -5.0% | -13.7% | +8.8% | -0.9% |
| 6M | -18.8% | -21.9% | +3.0% | -13.6% |
| YTD | -38.5% | -39.2% | +0.7% | -30.0% |
| 1Y | -38.1% | -42.6% | +4.6% | -28.2% |
| 3Y | -53.8% | -50.2% | -3.6% | -47.6% |
| All | -53.8% | -50.4% | -3.3% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling