-53.8%
SNAP vs BN
+90.6%
-144.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -1.8% |
| 7D | -7.1% | +5.3% | -12.5% | -11.0% |
| 30D | -14.6% | +11.9% | -26.5% | -22.4% |
| 3M | -5.0% | -5.7% | +0.8% | +0.2% |
| 6M | -18.8% | -10.6% | -8.2% | -10.8% |
| YTD | -38.5% | -9.4% | -29.2% | -33.6% |
| 1Y | -38.1% | -8.8% | -29.3% | -33.5% |
| 3Y | -53.8% | +95.6% | -149.4% | -74.2% |
| All | -53.8% | +90.6% | -144.4% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling