-55.8%
SNAP vs BR
+15.5%
-71.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -10.6% | +5.0% | -15.6% | -13.1% |
| 30D | -19.7% | +16.6% | -36.4% | -26.6% |
| 3M | -6.5% | +12.0% | -18.5% | -12.5% |
| 6M | -17.8% | +30.7% | -48.5% | -29.0% |
| YTD | -38.0% | -11.9% | -26.1% | -35.5% |
| 1Y | -42.5% | -11.6% | -30.9% | -40.3% |
| 3Y | -55.8% | +15.0% | -70.8% | -61.7% |
| All | -55.8% | +15.5% | -71.4% | -61.7% |
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