-79.6%
SNAP vs RJF
+258.7%
-338.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -10.6% | +4.0% | -14.5% | -12.2% |
| 30D | -19.7% | +6.1% | -25.9% | -22.2% |
| 3M | -6.5% | -5.8% | -0.7% | -3.5% |
| 6M | -17.8% | +9.7% | -27.5% | -22.1% |
| YTD | -38.0% | +6.2% | -44.2% | -40.4% |
| 1Y | -42.5% | +5.3% | -47.8% | -44.4% |
| 3Y | -55.8% | +74.4% | -130.3% | -67.6% |
| 5Y | -90.5% | +81.6% | -172.1% | -93.1% |
| All | -79.6% | +258.7% | -338.3% | -89.3% |
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