-79.6%
SNAP vs BR
+224.4%
-304.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -10.6% | +5.0% | -15.6% | -13.6% |
| 30D | -19.7% | +16.6% | -36.4% | -27.7% |
| 3M | -6.5% | +12.0% | -18.5% | -13.5% |
| 6M | -17.8% | +30.7% | -48.5% | -31.2% |
| YTD | -38.0% | -11.9% | -26.1% | -33.6% |
| 1Y | -42.5% | -11.6% | -30.9% | -38.6% |
| 3Y | -55.8% | +15.0% | -70.8% | -61.4% |
| 5Y | -90.5% | +18.1% | -108.7% | -92.0% |
| All | -79.6% | +224.4% | -304.0% | -87.0% |
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