-90.3%
SNAP vs RL
+243.2%
-333.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | +2.6% | +2.4% | +0.2% | +0.9% |
| 30D | -19.6% | +4.6% | -24.1% | -21.6% |
| 3M | +0.4% | -1.1% | +1.5% | +1.2% |
| 6M | -5.9% | +16.5% | -22.5% | -16.5% |
| YTD | -35.3% | +11.4% | -46.7% | -41.2% |
| 1Y | -42.6% | +16.1% | -58.7% | -49.5% |
| 3Y | -53.9% | +252.6% | -306.5% | -82.7% |
| 5Y | -90.3% | +244.9% | -335.2% | -96.6% |
| All | -90.3% | +243.2% | -333.5% | -96.6% |
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 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