-60.1%
RIG vs SNAP
-78.1%
+17.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.4% | +4.0% |
| 7D | +5.7% | +6.0% | -0.3% | +4.9% |
| 30D | -0.7% | -13.8% | +13.1% | +0.9% |
| 3M | -3.1% | -0.8% | -2.4% | -3.8% |
| 6M | -16.3% | -6.2% | -10.1% | -16.8% |
| YTD | +34.1% | -34.8% | +69.0% | +39.1% |
| 1Y | +38.2% | -38.7% | +76.8% | +44.4% |
| 3Y | -15.3% | -53.5% | +38.2% | -12.4% |
| 5Y | +62.5% | -90.2% | +152.7% | +86.8% |
| All | -60.1% | -78.1% | +17.9% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling