-43.7%
SNAP vs RMBS
+53.3%
-97.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.4% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +2.6% | -12.2% | +14.8% | +6.0% |
| 3M | -9.9% | -49.5% | +39.7% | +8.0% |
| 6M | +1.9% | -7.1% | +9.0% | -4.9% |
| YTD | -32.2% | -7.0% | -25.2% | -38.0% |
| 1Y | -22.8% | +13.3% | -36.2% | -36.3% |
| All | -43.7% | +53.3% | -97.1% | -61.6% |
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