-79.6%
SNAP vs RMD
+257.6%
-337.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -10.6% | +3.1% | -13.7% | -11.7% |
| 30D | -19.7% | +1.8% | -21.5% | -20.3% |
| 3M | -6.5% | +6.7% | -13.2% | -9.0% |
| 6M | -17.8% | +13.9% | -31.7% | -22.5% |
| YTD | -38.0% | -2.0% | -36.0% | -37.9% |
| 1Y | -42.5% | -5.4% | -37.1% | -41.6% |
| 3Y | -55.8% | +67.4% | -123.2% | -65.3% |
| 5Y | -90.5% | -5.7% | -84.8% | -90.9% |
| All | -79.6% | +257.6% | -337.2% | -87.2% |
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