+88.7%
RIG vs SNAP
-24.3%
+113.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.6% |
| 7D | +0.9% | +0.7% | +0.1% | +0.8% |
| 30D | +13.8% | +2.6% | +11.2% | +13.7% |
| 3M | -6.4% | -9.9% | +3.5% | -5.0% |
| 6M | -8.2% | +1.9% | -10.0% | -6.4% |
| YTD | +41.6% | -32.2% | +73.9% | +56.1% |
| 1Y | +88.7% | -22.8% | +111.6% | +109.9% |
| All | +88.7% | -24.3% | +113.1% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling