-79.4%
SNAP vs BN
+268.7%
-348.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | -0.9% |
| 7D | -7.3% | +3.6% | -11.0% | -9.4% |
| 30D | -18.9% | +15.9% | -34.8% | -26.9% |
| 3M | -5.3% | -2.3% | -2.9% | -3.5% |
| 6M | -16.9% | -8.4% | -8.5% | -11.7% |
| YTD | -37.4% | -5.9% | -31.5% | -34.8% |
| 1Y | -38.5% | -5.6% | -32.9% | -36.0% |
| 3Y | -55.1% | +104.2% | -159.3% | -72.2% |
| 5Y | -90.8% | +35.5% | -126.3% | -92.7% |
| All | -79.4% | +268.7% | -348.1% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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