-44.8%
SNAP vs BURL
+95.5%
-140.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +3.1% |
| 7D | -0.7% | +10.4% | -11.1% | -4.2% |
| 30D | +5.5% | -4.9% | +10.5% | +7.3% |
| 3M | +2.2% | -29.8% | +32.0% | +15.9% |
| 6M | -4.1% | -16.5% | +12.4% | +0.5% |
| YTD | -26.6% | -10.5% | -16.1% | -25.6% |
| 1Y | -20.7% | -5.3% | -15.4% | -22.5% |
| All | -44.8% | +95.5% | -140.4% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling