-90.5%
SNAP vs RGEN
-35.5%
-55.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +6.0% | -3.3% | +9.3% | +7.6% |
| 30D | -13.8% | -5.8% | -7.9% | -11.3% |
| 3M | -0.8% | +0.2% | -0.9% | -2.0% |
| 6M | -6.2% | +56.8% | -63.0% | -25.9% |
| YTD | -34.8% | +2.4% | -37.2% | -37.6% |
| 1Y | -38.7% | +11.4% | -50.1% | -43.7% |
| 3Y | -53.5% | +15.2% | -68.6% | -62.0% |
| All | -90.5% | -35.5% | -55.1% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling