-20.7%
SNAP vs RGEN
+19.5%
-40.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | +5.5% | -6.0% | +11.5% | +7.3% |
| 3M | +2.2% | +19.0% | -16.7% | -6.1% |
| 6M | -4.1% | +50.7% | -54.8% | -21.8% |
| YTD | -26.6% | +8.8% | -35.4% | -30.1% |
| 1Y | -20.7% | +21.3% | -42.0% | -27.6% |
| All | -20.7% | +19.5% | -40.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling