-90.1%
SNAP vs ROIV
+270.3%
-360.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.7% | -3.7% |
| 7D | -7.1% | +5.3% | -12.5% | -8.0% |
| 30D | -14.6% | +11.9% | -26.5% | -16.4% |
| 3M | -5.0% | +10.7% | -15.7% | -7.4% |
| 6M | -18.8% | +34.9% | -53.7% | -24.3% |
| YTD | -38.5% | +79.2% | -117.7% | -46.0% |
| 1Y | -38.1% | +89.0% | -127.1% | -46.3% |
| 3Y | -53.8% | +337.3% | -391.1% | -66.0% |
| 5Y | -90.7% | +402.3% | -493.0% | -94.3% |
| All | -90.1% | +270.3% | -360.4% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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