-39.0%
SNAP vs RJF
+4.7%
-43.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.2% |
| 7D | -9.8% | -0.9% | -8.9% | -9.1% |
| 30D | -18.2% | +5.3% | -23.6% | -20.5% |
| 3M | -3.1% | -6.8% | +3.8% | +1.2% |
| 6M | -7.1% | +11.4% | -18.6% | -13.8% |
| YTD | -33.8% | +5.5% | -39.4% | -39.2% |
| 1Y | -39.0% | +3.7% | -42.7% | -43.0% |
| All | -39.0% | +4.7% | -43.7% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling