-22.8%
SNAP vs ROK
+29.3%
-52.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | +0.7% | +0.7% | +0.1% | +0.5% |
| 30D | +2.6% | -3.3% | +5.9% | +3.7% |
| 3M | -9.9% | -5.9% | -4.0% | -9.8% |
| 6M | +1.9% | +13.9% | -12.0% | -12.1% |
| YTD | -32.2% | +12.6% | -44.8% | -40.6% |
| 1Y | -22.8% | +28.6% | -51.4% | -38.7% |
| All | -22.8% | +29.3% | -52.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling