-55.1%
SNAP vs RL
+254.6%
-309.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -1.3% |
| 7D | -7.3% | +0.2% | -7.6% | -7.1% |
| 30D | -18.9% | +7.3% | -26.3% | -21.5% |
| 3M | -5.3% | +1.0% | -6.3% | -5.6% |
| 6M | -16.9% | +11.8% | -28.7% | -22.5% |
| YTD | -37.4% | +13.6% | -51.0% | -42.5% |
| 1Y | -38.5% | +24.0% | -62.5% | -46.5% |
| 3Y | -55.1% | +256.6% | -311.7% | -77.1% |
| All | -55.1% | +254.6% | -309.6% | -77.1% |
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