-18.8%
SNAP vs RMBS
-40.4%
+21.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.5% | -3.7% |
| 7D | -7.1% | -12.0% | +4.8% | -5.1% |
| 30D | -14.6% | -33.1% | +18.5% | -10.4% |
| 3M | -5.0% | -23.7% | +18.7% | -1.6% |
| 6M | -18.8% | -42.7% | +23.9% | -11.7% |
| All | -18.8% | -40.4% | +21.6% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling