-18.7%
RIG vs SNAP
-53.9%
+35.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +4.3% | +2.6% | +1.8% | +3.9% |
| 30D | -5.8% | -19.6% | +13.7% | -3.3% |
| 3M | -6.7% | +0.4% | -7.1% | -7.5% |
| 6M | -18.7% | -5.9% | -12.7% | -19.0% |
| YTD | +28.8% | -35.3% | +64.1% | +36.0% |
| 1Y | +28.8% | -42.6% | +71.4% | +38.9% |
| All | -18.7% | -53.9% | +35.3% | -25.4% |
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