-79.7%
SNAP vs RCAT
-99.3%
+19.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.2% | -2.8% |
| 7D | -7.1% | -12.7% | +5.6% | -7.0% |
| 30D | -14.6% | -34.3% | +19.7% | -14.2% |
| 3M | -5.0% | -53.4% | +48.4% | -4.2% |
| 6M | -18.8% | -62.0% | +43.1% | -18.0% |
| YTD | -38.5% | -49.1% | +10.5% | -38.2% |
| 1Y | -38.1% | -53.1% | +15.1% | -37.8% |
| 3Y | -53.8% | +318.7% | -372.4% | -54.6% |
| 5Y | -90.7% | +48.5% | -139.2% | -90.8% |
| All | -79.7% | -99.3% | +19.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling