-90.3%
SNAP vs BN
+36.7%
-127.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.3% |
| 7D | +2.6% | -0.3% | +2.8% | +2.7% |
| 30D | -19.6% | +13.6% | -33.1% | -28.5% |
| 3M | +0.4% | -6.7% | +7.0% | +6.9% |
| 6M | -5.9% | -9.0% | +3.0% | +1.9% |
| YTD | -35.3% | -8.8% | -26.5% | -30.3% |
| 1Y | -42.6% | -10.6% | -32.0% | -37.0% |
| 3Y | -53.9% | +98.8% | -152.7% | -77.2% |
| 5Y | -90.3% | +33.6% | -123.9% | -92.7% |
| All | -90.3% | +36.7% | -127.0% | -92.7% |
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