-89.8%
SNAP vs ROIV
+248.8%
-338.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.2% | -9.8% | -13.2% |
| 7D | -10.4% | -2.4% | -8.0% | -9.9% |
| 30D | -11.9% | +3.1% | -15.0% | -12.4% |
| 3M | -4.5% | +5.8% | -10.3% | -6.1% |
| 6M | -16.7% | +29.3% | -46.0% | -21.7% |
| YTD | -36.9% | +68.8% | -105.7% | -44.0% |
| 1Y | -30.3% | +81.0% | -111.3% | -39.0% |
| 3Y | -52.5% | +294.6% | -347.1% | -64.4% |
| 5Y | -90.4% | +373.1% | -463.6% | -94.1% |
| All | -89.8% | +248.8% | -338.6% | -92.5% |
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