+54.2%
RGTI vs SNAP
-90.4%
+144.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.3% |
| 7D | +0.5% | +3.8% | -3.4% | -0.9% |
| 30D | -17.1% | +9.2% | -26.3% | -20.0% |
| 3M | -26.0% | +6.6% | -32.5% | -28.3% |
| 6M | -9.9% | +16.9% | -26.7% | -15.7% |
| YTD | -31.1% | -29.6% | -1.4% | -23.4% |
| 1Y | -8.5% | -22.1% | +13.6% | -1.7% |
| 3Y | +652.2% | -39.8% | +692.0% | +748.8% |
| 5Y | +56.8% | -92.4% | +149.2% | +100.4% |
| All | +54.2% | -90.4% | +144.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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