-79.4%
SNAP vs RBA
+242.5%
-321.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.9% |
| 7D | -7.3% | +2.5% | -9.8% | -8.2% |
| 30D | -18.9% | +11.6% | -30.5% | -22.6% |
| 3M | -5.3% | +1.5% | -6.8% | -6.2% |
| 6M | -16.9% | -6.6% | -10.3% | -15.3% |
| YTD | -37.4% | -6.3% | -31.2% | -36.6% |
| 1Y | -38.5% | -4.0% | -34.5% | -38.2% |
| 3Y | -55.1% | +47.3% | -102.3% | -62.6% |
| 5Y | -90.8% | +47.7% | -138.4% | -92.6% |
| All | -79.4% | +242.5% | -321.9% | -88.1% |
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