-78.3%
SNAP vs RMBS
+573.7%
-652.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -5.0% | +3.5% | -8.5% | -6.3% |
| 30D | -0.7% | -8.6% | +7.8% | +2.1% |
| 3M | -5.0% | -40.3% | +35.3% | +12.9% |
| 6M | +3.5% | -1.0% | +4.5% | -6.9% |
| YTD | -34.2% | -4.6% | -29.6% | -41.4% |
| 1Y | -27.1% | +17.6% | -44.6% | -43.0% |
| 3Y | -43.5% | +58.6% | -102.1% | -65.9% |
| 5Y | -92.9% | +270.9% | -363.8% | -97.4% |
| All | -78.3% | +573.7% | -652.0% | -94.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling