-78.5%
SNAP vs RMBS
+532.1%
-610.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +2.0% |
| 7D | +6.0% | +10.3% | -4.3% | +2.1% |
| 30D | -13.8% | -10.7% | -3.0% | -10.5% |
| 3M | -0.8% | -17.2% | +16.5% | +4.5% |
| 6M | -6.2% | -39.0% | +32.8% | +6.6% |
| YTD | -34.8% | -10.5% | -24.3% | -41.5% |
| 1Y | -38.7% | -11.0% | -27.7% | -45.2% |
| 3Y | -53.5% | +31.3% | -84.8% | -69.5% |
| 5Y | -90.2% | +242.8% | -333.0% | -96.3% |
| All | -78.5% | +532.1% | -610.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling