-77.7%
SNAP vs BR
+190.7%
-268.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.7% | -1.8% |
| 7D | +0.7% | -5.3% | +6.0% | +4.4% |
| 30D | +2.6% | +6.4% | -3.8% | -1.5% |
| 3M | -9.9% | +13.6% | -23.5% | -16.8% |
| 6M | +1.9% | -6.7% | +8.6% | +6.1% |
| YTD | -32.2% | -21.1% | -11.1% | -21.6% |
| 1Y | -22.8% | -29.6% | +6.7% | -4.2% |
| 3Y | -47.6% | -2.4% | -45.2% | -48.6% |
| 5Y | -92.7% | +11.2% | -104.0% | -93.6% |
| All | -77.7% | +190.7% | -268.3% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling