-79.4%
SNAP vs RMD
+260.1%
-339.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -7.3% | +1.2% | -8.5% | -7.8% |
| 30D | -18.9% | +2.5% | -21.4% | -19.7% |
| 3M | -5.3% | +11.5% | -16.8% | -9.6% |
| 6M | -16.9% | +14.7% | -31.6% | -22.0% |
| YTD | -37.4% | -1.3% | -36.1% | -37.5% |
| 1Y | -38.5% | -5.3% | -33.2% | -37.6% |
| 3Y | -55.1% | +68.8% | -123.8% | -64.9% |
| 5Y | -90.8% | -5.9% | -84.9% | -91.1% |
| All | -79.4% | +260.1% | -339.4% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling