-18.8%
SNAP vs RGEN
+34.2%
-53.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -3.3% |
| 7D | -7.1% | -1.9% | -5.2% | -6.4% |
| 30D | -14.6% | +3.7% | -18.4% | -14.7% |
| 3M | -5.0% | +8.8% | -13.8% | -7.7% |
| 6M | -18.8% | +38.0% | -56.8% | -26.7% |
| All | -18.8% | +34.2% | -53.0% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling