-79.7%
SNAP vs BURL
+174.1%
-253.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -7.1% | +4.1% | -11.2% | -8.4% |
| 30D | -14.6% | -9.5% | -5.2% | -11.2% |
| 3M | -5.0% | -33.5% | +28.5% | +10.5% |
| 6M | -18.8% | -22.1% | +3.3% | -12.2% |
| YTD | -38.5% | -14.6% | -24.0% | -36.3% |
| 1Y | -38.1% | -8.4% | -29.7% | -38.2% |
| 3Y | -53.8% | +86.6% | -140.3% | -66.1% |
| 5Y | -90.7% | -17.2% | -73.5% | -91.3% |
| All | -79.7% | +174.1% | -253.9% | -86.1% |
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