-76.8%
SNAP vs BRKR
+126.0%
-202.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.8% | -8.7% | +12.5% | +7.9% |
| 30D | +9.2% | -9.9% | +19.1% | +13.8% |
| 3M | +6.6% | -3.1% | +9.7% | +2.8% |
| 6M | +16.9% | +45.5% | -28.6% | -10.4% |
| YTD | -29.6% | +13.7% | -43.3% | -39.3% |
| 1Y | -22.1% | +67.4% | -89.5% | -46.2% |
| 3Y | -39.8% | -13.2% | -26.6% | -44.9% |
| 5Y | -92.4% | -39.5% | -52.9% | -91.7% |
| All | -76.8% | +126.0% | -202.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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