-77.7%
SNAP vs BURL
+194.8%
-272.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.7% | -5.1% |
| 7D | +0.7% | -2.8% | +3.5% | +1.6% |
| 30D | +2.6% | -28.2% | +30.8% | +16.2% |
| 3M | -9.9% | -17.6% | +7.7% | -3.6% |
| 6M | +1.9% | -11.8% | +13.6% | +5.2% |
| YTD | -32.2% | -8.1% | -24.1% | -31.4% |
| 1Y | -22.8% | -12.0% | -10.9% | -21.6% |
| 3Y | -47.6% | +63.3% | -110.9% | -59.5% |
| 5Y | -92.7% | -10.8% | -81.9% | -93.3% |
| All | -77.7% | +194.8% | -272.4% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling