-78.5%
SNAP vs BUD
-4.4%
-74.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | -13.8% | +6.7% | -20.4% | -15.9% |
| 3M | -0.8% | +5.7% | -6.5% | -2.9% |
| 6M | -6.2% | +5.8% | -12.1% | -8.7% |
| YTD | -34.8% | +34.4% | -69.2% | -42.2% |
| 1Y | -38.7% | +33.3% | -72.0% | -45.6% |
| 3Y | -53.5% | +48.8% | -102.3% | -61.8% |
| 5Y | -90.2% | +52.5% | -142.7% | -92.1% |
| All | -78.5% | -4.4% | -74.1% | -82.4% |
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