-42.2%
SNAP vs BR
-4.7%
-37.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.7% |
| 7D | +1.5% | -5.9% | +7.4% | +5.2% |
| 30D | +1.9% | +1.9% | 0.0% | +0.8% |
| 3M | -3.9% | +14.7% | -18.5% | -10.5% |
| 6M | +5.2% | -12.8% | +18.0% | +12.2% |
| YTD | -32.7% | -23.0% | -9.7% | -23.2% |
| 1Y | -24.8% | -31.7% | +6.9% | -8.2% |
| 3Y | -42.2% | -4.8% | -37.4% | -47.4% |
| All | -42.2% | -4.7% | -37.5% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling