-59.2%
RIG vs SNAP
-76.3%
+17.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.1% |
| 7D | -3.1% | +3.8% | -6.9% | -3.6% |
| 30D | -0.5% | +9.2% | -9.8% | -1.9% |
| 3M | -6.0% | +6.6% | -12.5% | -7.5% |
| 6M | -10.1% | +16.9% | -27.0% | -13.6% |
| YTD | +37.3% | -29.6% | +66.9% | +41.6% |
| 1Y | +73.9% | -22.1% | +96.0% | +76.3% |
| 3Y | -30.2% | -39.8% | +9.7% | -30.1% |
| 5Y | +62.5% | -92.4% | +154.8% | +92.1% |
| All | -59.2% | -76.3% | +17.1% | -67.1% |
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