-79.7%
SNAP vs RGEN
+444.9%
-524.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -3.8% |
| 7D | -7.1% | -1.9% | -5.2% | -6.2% |
| 30D | -14.6% | +3.7% | -18.4% | -15.8% |
| 3M | -5.0% | +8.8% | -13.8% | -9.2% |
| 6M | -18.8% | +38.0% | -56.8% | -31.1% |
| YTD | -38.5% | +5.9% | -44.4% | -41.7% |
| 1Y | -38.1% | +19.7% | -57.7% | -44.4% |
| 3Y | -53.8% | +20.5% | -74.3% | -62.0% |
| 5Y | -90.7% | -35.0% | -55.7% | -90.5% |
| All | -79.7% | +444.9% | -524.6% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling