-90.8%
SNAP vs ROIV
+433.0%
-523.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.8% |
| 7D | -7.3% | +13.3% | -20.7% | -9.7% |
| 30D | -18.9% | +14.8% | -33.7% | -21.3% |
| 3M | -5.3% | +11.9% | -17.2% | -8.3% |
| 6M | -16.9% | +42.4% | -59.3% | -24.4% |
| YTD | -37.4% | +87.4% | -124.8% | -46.8% |
| 1Y | -38.5% | +97.2% | -135.7% | -48.4% |
| 3Y | -55.1% | +375.7% | -430.7% | -69.3% |
| 5Y | -90.8% | +379.0% | -469.8% | -95.0% |
| All | -90.8% | +433.0% | -523.8% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling