-92.7%
SNAP vs RJF
+105.7%
-198.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +0.2% |
| 30D | +1.9% | 0.0% | +1.9% | +1.7% |
| 3M | -3.9% | +18.0% | -21.9% | -16.0% |
| 6M | +5.2% | +17.0% | -11.7% | -7.6% |
| YTD | -32.7% | +11.1% | -43.8% | -39.0% |
| 1Y | -24.8% | +8.0% | -32.7% | -30.1% |
| 3Y | -42.2% | +73.3% | -115.5% | -65.4% |
| 5Y | -92.7% | +107.4% | -200.1% | -96.2% |
| All | -92.7% | +105.7% | -198.4% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling