-90.4%
SNAP vs BURL
-15.9%
-74.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -12.7% |
| 7D | -10.4% | +3.5% | -13.9% | -11.5% |
| 30D | -11.9% | -9.3% | -2.7% | -8.0% |
| 3M | -4.5% | -32.1% | +27.6% | +12.6% |
| 6M | -16.7% | -19.8% | +3.1% | -10.2% |
| YTD | -36.9% | -13.2% | -23.7% | -34.9% |
| 1Y | -30.3% | -7.8% | -22.4% | -31.0% |
| 3Y | -52.5% | +89.3% | -141.8% | -68.4% |
| 5Y | -90.4% | -15.8% | -74.6% | -91.6% |
| All | -90.4% | -15.9% | -74.6% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling