-78.2%
SNAP vs BUD
-5.2%
-72.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.3% | +9.1% | +7.6% |
| 7D | -9.8% | +0.5% | -10.3% | -10.1% |
| 30D | -18.2% | +7.4% | -25.6% | -20.4% |
| 3M | -3.1% | +4.3% | -7.4% | -4.7% |
| 6M | -7.1% | +5.3% | -12.4% | -9.5% |
| YTD | -33.8% | +33.2% | -67.1% | -41.2% |
| 1Y | -39.0% | +31.8% | -70.8% | -45.7% |
| 3Y | -52.8% | +47.8% | -100.6% | -61.2% |
| 5Y | -90.0% | +50.2% | -140.1% | -91.8% |
| All | -78.2% | -5.2% | -72.9% | -82.1% |
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