-78.5%
SNAP vs RL
+481.0%
-559.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.3% |
| 7D | +6.0% | +2.6% | +3.5% | +4.8% |
| 30D | -13.8% | +2.9% | -16.7% | -14.6% |
| 3M | -0.8% | 0.0% | -0.8% | -0.6% |
| 6M | -6.2% | +17.1% | -23.3% | -13.1% |
| YTD | -34.8% | +10.1% | -44.9% | -38.1% |
| 1Y | -38.7% | +17.3% | -56.0% | -43.4% |
| 3Y | -53.5% | +249.3% | -302.8% | -72.5% |
| 5Y | -90.2% | +240.9% | -331.1% | -94.3% |
| All | -78.5% | +481.0% | -559.6% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling