-29.7%
RIG vs SNAP
-44.0%
+14.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -8.2% | -5.0% | -3.2% | -7.5% |
| 30D | -0.2% | -0.7% | +0.6% | -0.2% |
| 3M | -2.7% | -5.0% | +2.3% | -2.6% |
| 6M | -7.5% | +3.5% | -11.0% | -9.4% |
| YTD | +38.3% | -34.2% | +72.5% | +46.2% |
| 1Y | +81.8% | -27.1% | +108.9% | +88.1% |
| All | -29.7% | -44.0% | +14.3% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling