-79.6%
SNAP vs RCAT
-99.3%
+19.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.9% |
| 7D | -10.6% | -5.6% | -4.9% | -10.5% |
| 30D | -19.7% | -27.0% | +7.3% | -19.5% |
| 3M | -6.5% | -57.9% | +51.4% | -5.6% |
| 6M | -17.8% | -59.4% | +41.6% | -17.0% |
| YTD | -38.0% | -46.9% | +8.9% | -37.8% |
| 1Y | -42.5% | -54.0% | +11.6% | -42.2% |
| 3Y | -55.8% | +378.4% | -434.2% | -56.7% |
| 5Y | -90.5% | +61.9% | -152.5% | -90.7% |
| All | -79.6% | -99.3% | +19.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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