-78.3%
SNAP vs RJF
+273.2%
-351.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | -0.7% | -2.0% | +1.3% | +0.3% |
| 3M | -5.0% | +16.3% | -21.3% | -12.8% |
| 6M | +3.5% | +16.9% | -13.4% | -5.2% |
| YTD | -34.2% | +10.4% | -44.6% | -38.1% |
| 1Y | -27.1% | +7.4% | -34.5% | -30.2% |
| 3Y | -43.5% | +72.2% | -115.7% | -58.3% |
| 5Y | -92.9% | +105.1% | -198.0% | -95.1% |
| All | -78.3% | +273.2% | -351.5% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling