-77.7%
SNAP vs RCAT
-98.6%
+20.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -4.0% |
| 7D | +0.7% | -1.4% | +2.2% | +0.8% |
| 30D | +2.6% | -3.3% | +6.0% | +2.7% |
| 3M | -9.9% | -43.2% | +33.3% | -9.4% |
| 6M | +1.9% | -43.2% | +45.0% | +2.3% |
| YTD | -32.2% | +5.5% | -37.8% | -32.4% |
| 1Y | -22.8% | -1.6% | -21.2% | -23.2% |
| 3Y | -47.6% | +773.7% | -821.3% | -49.0% |
| 5Y | -92.7% | +187.6% | -280.3% | -92.9% |
| All | -77.7% | -98.6% | +20.9% | -74.2% |
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