-89.1%
SNAP vs ROIV
+232.7%
-321.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +2.6% | +1.0% | +1.7% | +2.2% |
| 3M | -9.9% | +18.3% | -28.2% | -13.2% |
| 6M | +1.9% | +18.3% | -16.5% | -2.2% |
| YTD | -32.2% | +61.0% | -93.2% | -39.0% |
| 1Y | -22.8% | +177.9% | -200.7% | -37.7% |
| 3Y | -47.6% | +199.1% | -246.7% | -59.2% |
| 5Y | -92.7% | +250.7% | -343.4% | -94.7% |
| All | -89.1% | +232.7% | -321.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling