-55.8%
SNAP vs RCAT
+373.0%
-428.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.3% |
| 7D | -10.6% | -5.6% | -4.9% | -10.3% |
| 30D | -19.7% | -27.0% | +7.3% | -17.5% |
| 3M | -6.5% | -57.9% | +51.4% | +1.4% |
| 6M | -17.8% | -59.4% | +41.6% | -11.6% |
| YTD | -38.0% | -46.9% | +8.9% | -36.1% |
| 1Y | -42.5% | -54.0% | +11.6% | -40.2% |
| 3Y | -55.8% | +378.4% | -434.2% | -60.0% |
| All | -55.8% | +373.0% | -428.9% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling