-90.5%
SNAP vs RL
+245.5%
-336.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -10.6% | +1.3% | -11.9% | -10.9% |
| 30D | -19.7% | +7.6% | -27.4% | -23.1% |
| 3M | -6.5% | -1.5% | -5.0% | -5.6% |
| 6M | -17.8% | +12.1% | -29.8% | -24.9% |
| YTD | -38.0% | +13.9% | -52.0% | -44.4% |
| 1Y | -42.5% | +20.7% | -63.1% | -50.6% |
| 3Y | -55.8% | +260.6% | -316.4% | -83.7% |
| 5Y | -90.5% | +248.9% | -339.4% | -96.7% |
| All | -90.5% | +245.5% | -336.1% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling