-78.5%
SNAP vs RBA
+240.3%
-318.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.3% |
| 30D | -13.8% | +8.3% | -22.1% | -16.7% |
| 3M | -0.8% | +10.5% | -11.3% | -5.1% |
| 6M | -6.2% | -5.9% | -0.4% | -4.7% |
| YTD | -34.8% | -6.9% | -28.0% | -33.8% |
| 1Y | -38.7% | -4.9% | -33.8% | -38.3% |
| 3Y | -53.5% | +64.5% | -117.9% | -62.8% |
| 5Y | -90.2% | +46.1% | -136.3% | -92.1% |
| All | -78.5% | +240.3% | -318.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling