-20.7%
SNAP vs RL
+34.3%
-55.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +4.1% |
| 7D | -0.7% | +5.8% | -6.4% | -2.8% |
| 30D | +5.5% | +12.7% | -7.2% | +0.8% |
| 3M | +2.2% | +9.3% | -7.1% | -1.6% |
| 6M | -4.1% | +16.9% | -21.0% | -10.4% |
| YTD | -26.6% | +17.5% | -44.1% | -33.1% |
| 1Y | -20.7% | +34.6% | -55.4% | -32.3% |
| All | -20.7% | +34.3% | -55.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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