+66.3%
RSP vs SNAP
-52.9%
+119.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.2% |
| 7D | -0.3% | -9.8% | +9.5% | +0.6% |
| 30D | +4.4% | -18.2% | +22.7% | +6.2% |
| 3M | +1.3% | -3.1% | +4.4% | +1.2% |
| 6M | +10.0% | -7.1% | +17.1% | +9.9% |
| YTD | +17.6% | -33.8% | +51.4% | +20.5% |
| 1Y | +19.2% | -39.0% | +58.3% | +23.0% |
| All | +66.3% | -52.9% | +119.1% | +55.5% |
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