-53.8%
SNAP vs RMBS
+28.3%
-82.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.5% | -4.5% |
| 7D | -7.1% | -12.0% | +4.8% | -3.8% |
| 30D | -14.6% | -33.1% | +18.5% | -4.8% |
| 3M | -5.0% | -23.7% | +18.7% | +1.1% |
| 6M | -18.8% | -42.7% | +23.9% | -8.7% |
| YTD | -38.5% | -18.9% | -19.6% | -42.2% |
| 1Y | -38.1% | -30.0% | -8.1% | -38.9% |
| 3Y | -53.8% | +28.8% | -82.6% | -68.2% |
| All | -53.8% | +28.3% | -82.1% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling