-77.8%
SNAP vs RMD
+237.6%
-315.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.7% |
| 7D | +1.5% | -4.5% | +6.0% | +3.5% |
| 30D | +1.9% | +4.6% | -2.7% | -0.1% |
| 3M | -3.9% | +14.8% | -18.7% | -9.7% |
| 6M | +5.2% | -12.1% | +17.3% | +10.9% |
| YTD | -32.7% | -7.5% | -25.2% | -30.9% |
| 1Y | -24.8% | -20.1% | -4.7% | -17.8% |
| 3Y | -42.2% | +53.9% | -96.1% | -53.3% |
| 5Y | -92.7% | -22.2% | -70.5% | -92.5% |
| All | -77.8% | +237.6% | -315.5% | -85.7% |
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