-21.7%
SNAP vs BR
-31.2%
+9.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -3.2% | -6.0% | +2.8% | +0.3% |
| 30D | +0.2% | -0.9% | +1.0% | +0.9% |
| 3M | +2.6% | +16.4% | -13.8% | -3.8% |
| 6M | +12.4% | -8.2% | +20.6% | +11.6% |
| YTD | -31.6% | -23.2% | -8.4% | -30.0% |
| 1Y | -21.7% | -30.9% | +9.2% | -20.3% |
| All | -21.7% | -31.2% | +9.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling