+181.9%
RSP vs SNAP
-77.2%
+259.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.3% | +2.6% | -3.0% | -0.7% |
| 3M | +4.3% | -9.9% | +14.2% | +4.8% |
| 6M | +8.8% | +1.9% | +7.0% | +7.7% |
| YTD | +15.3% | -32.2% | +47.5% | +18.0% |
| 1Y | +18.3% | -22.8% | +41.1% | +19.4% |
| 3Y | +52.8% | -47.6% | +100.4% | +53.9% |
| 5Y | +51.7% | -92.7% | +144.4% | +68.9% |
| All | +181.9% | -77.2% | +259.1% | +149.9% |
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