-91.0%
SNAP vs BN
+29.3%
-120.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -1.7% |
| 7D | -7.1% | +5.3% | -12.5% | -11.3% |
| 30D | -14.6% | +11.9% | -26.5% | -22.9% |
| 3M | -5.0% | -5.7% | +0.8% | +0.5% |
| 6M | -18.8% | -10.6% | -8.2% | -10.3% |
| YTD | -38.5% | -9.4% | -29.2% | -33.3% |
| 1Y | -38.1% | -8.8% | -29.3% | -33.3% |
| 3Y | -53.8% | +95.6% | -149.4% | -76.7% |
| All | -91.0% | +29.3% | -120.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling