-53.8%
SNAP vs RL
+240.1%
-293.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.8% |
| 7D | -7.1% | -4.2% | -3.0% | -4.5% |
| 30D | -14.6% | +4.3% | -18.9% | -15.9% |
| 3M | -5.0% | -4.6% | -0.4% | -2.3% |
| 6M | -18.8% | +1.7% | -20.5% | -20.2% |
| YTD | -38.5% | +7.3% | -45.9% | -41.8% |
| 1Y | -38.1% | +20.8% | -58.9% | -45.4% |
| 3Y | -53.8% | +247.0% | -300.7% | -76.0% |
| All | -53.8% | +240.1% | -293.8% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling