-90.3%
SNAP vs RCAT
+57.4%
-147.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.0% | -1.3% |
| 7D | +2.6% | +15.6% | -13.0% | +0.6% |
| 30D | -19.6% | -24.1% | +4.5% | -17.5% |
| 3M | +0.4% | -61.9% | +62.3% | +10.7% |
| 6M | -5.9% | -64.3% | +58.4% | +3.1% |
| YTD | -35.3% | -50.4% | +15.1% | -32.9% |
| 1Y | -42.6% | -54.0% | +11.5% | -40.3% |
| 3Y | -53.9% | +347.2% | -401.0% | -65.3% |
| 5Y | -90.3% | +45.7% | -136.0% | -92.9% |
| All | -90.3% | +57.4% | -147.7% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling