-79.4%
SNAP vs BUD
-4.1%
-75.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | -7.3% | +1.3% | -8.7% | -7.9% |
| 30D | -18.9% | +10.0% | -29.0% | -21.7% |
| 3M | -5.3% | +1.6% | -6.8% | -6.0% |
| 6M | -16.9% | +6.5% | -23.4% | -19.3% |
| YTD | -37.4% | +34.8% | -72.3% | -44.6% |
| 1Y | -38.5% | +36.5% | -75.0% | -45.8% |
| 3Y | -55.1% | +49.0% | -104.0% | -63.1% |
| 5Y | -90.8% | +51.7% | -142.5% | -92.5% |
| All | -79.4% | -4.1% | -75.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling