-20.7%
SNAP vs BURL
-4.6%
-16.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +4.7% |
| 7D | -0.7% | +10.4% | -11.1% | -2.1% |
| 30D | +5.5% | -4.9% | +10.5% | +6.0% |
| 3M | +2.2% | -29.8% | +32.0% | +8.3% |
| 6M | -4.1% | -16.5% | +12.4% | -1.9% |
| YTD | -26.6% | -10.5% | -16.1% | -24.8% |
| 1Y | -20.7% | -5.3% | -15.4% | -19.5% |
| All | -20.7% | -4.6% | -16.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling