-20.7%
SNAP vs RMBS
-18.2%
-2.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.0% | +11.9% | +6.8% |
| 7D | -0.7% | -8.9% | +8.3% | +0.6% |
| 30D | +5.5% | -24.8% | +30.4% | +9.6% |
| 3M | +2.2% | -17.6% | +19.8% | +4.5% |
| 6M | -4.1% | -25.7% | +21.6% | -2.2% |
| YTD | -26.6% | -9.8% | -16.9% | -30.8% |
| 1Y | -20.7% | -17.4% | -3.4% | -23.8% |
| All | -20.7% | -18.2% | -2.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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