-53.8%
SNAP vs RBA
+42.3%
-96.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.1% |
| 7D | -7.1% | +4.3% | -11.4% | -8.4% |
| 30D | -14.6% | +16.3% | -30.9% | -19.3% |
| 3M | -5.0% | +1.3% | -6.3% | -5.7% |
| 6M | -18.8% | -11.1% | -7.8% | -15.7% |
| YTD | -38.5% | -8.5% | -30.1% | -37.0% |
| 1Y | -38.1% | -2.1% | -36.0% | -37.9% |
| 3Y | -53.8% | +44.6% | -98.3% | -56.0% |
| All | -53.8% | +42.3% | -96.1% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling