-78.2%
SNAP vs RBA
+242.2%
-320.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | -9.8% | +0.6% | -10.4% | -10.0% |
| 30D | -18.2% | +9.0% | -27.2% | -21.2% |
| 3M | -3.1% | +7.2% | -10.2% | -6.1% |
| 6M | -7.1% | -7.8% | +0.6% | -4.9% |
| YTD | -33.8% | -6.4% | -27.5% | -32.9% |
| 1Y | -39.0% | -4.2% | -34.9% | -38.8% |
| 3Y | -52.8% | +64.1% | -116.9% | -62.3% |
| 5Y | -90.0% | +48.4% | -138.4% | -92.0% |
| All | -78.2% | +242.2% | -320.4% | -87.4% |
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