-79.4%
SNAP vs RJF
+258.1%
-337.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.1% |
| 7D | -7.3% | +3.4% | -10.7% | -8.8% |
| 30D | -18.9% | +5.9% | -24.9% | -21.3% |
| 3M | -5.3% | -4.6% | -0.6% | -2.8% |
| 6M | -16.9% | +9.5% | -26.4% | -21.3% |
| YTD | -37.4% | +6.0% | -43.4% | -39.8% |
| 1Y | -38.5% | +4.3% | -42.8% | -40.3% |
| 3Y | -55.1% | +76.6% | -131.6% | -67.2% |
| 5Y | -90.8% | +80.6% | -171.4% | -93.3% |
| All | -79.4% | +258.1% | -337.4% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling