-79.7%
SNAP vs RMBS
+472.9%
-552.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.5% | -5.2% |
| 7D | -7.1% | -12.0% | +4.8% | -2.7% |
| 30D | -14.6% | -33.1% | +18.5% | -1.3% |
| 3M | -5.0% | -23.7% | +18.7% | +3.0% |
| 6M | -18.8% | -42.7% | +23.9% | -5.6% |
| YTD | -38.5% | -18.9% | -19.6% | -42.7% |
| 1Y | -38.1% | -30.0% | -8.1% | -38.8% |
| 3Y | -53.8% | +28.8% | -82.6% | -69.8% |
| 5Y | -90.7% | +210.5% | -301.2% | -96.4% |
| All | -79.7% | +472.9% | -552.6% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling