-39.0%
SNAP vs RL
+19.4%
-58.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +7.4% |
| 7D | -9.8% | -4.4% | -5.4% | -7.7% |
| 30D | -18.2% | +5.6% | -23.8% | -19.4% |
| 3M | -3.1% | -0.6% | -2.4% | -2.6% |
| 6M | -7.1% | +15.5% | -22.6% | -12.8% |
| YTD | -33.8% | +12.3% | -46.2% | -38.4% |
| 1Y | -39.0% | +19.3% | -58.4% | -44.6% |
| All | -39.0% | +19.4% | -58.4% | -44.6% |
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