-43.7%
SNAP vs RJF
+77.4%
-121.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.0% |
| 7D | +0.7% | -0.6% | +1.3% | +1.2% |
| 30D | +2.6% | -1.3% | +3.9% | +3.4% |
| 3M | -9.9% | +18.9% | -28.8% | -20.1% |
| 6M | +1.9% | +15.0% | -13.2% | -7.8% |
| YTD | -32.2% | +12.2% | -44.4% | -38.1% |
| 1Y | -22.8% | +5.6% | -28.5% | -26.5% |
| All | -43.7% | +77.4% | -121.1% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling