+179.1%
RSP vs SNAP
-79.3%
+258.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -1.0% | -7.1% | +6.1% | -0.5% |
| 30D | +2.6% | -14.6% | +17.2% | +3.9% |
| 3M | -0.8% | -5.0% | +4.2% | -0.7% |
| 6M | +6.3% | -18.8% | +25.1% | +7.5% |
| YTD | +14.1% | -38.5% | +52.7% | +17.6% |
| 1Y | +18.0% | -38.1% | +56.1% | +21.4% |
| 3Y | +61.0% | -53.8% | +114.8% | +63.8% |
| 5Y | +45.6% | -90.7% | +136.3% | +59.1% |
| All | +179.1% | -79.3% | +258.4% | +149.1% |
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