-92.8%
SNAP vs RMBS
+250.7%
-343.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.5% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | +2.6% | -12.2% | +14.8% | +6.9% |
| 3M | -9.9% | -49.5% | +39.7% | +13.0% |
| 6M | +1.9% | -7.1% | +9.0% | -6.3% |
| YTD | -32.2% | -7.0% | -25.2% | -39.3% |
| 1Y | -22.8% | +13.3% | -36.2% | -39.4% |
| 3Y | -47.6% | +49.2% | -96.9% | -68.8% |
| All | -92.8% | +250.7% | -343.5% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling