-78.3%
SNAP vs ROK
+225.8%
-304.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -0.7% | -1.8% | +1.1% | +0.1% |
| 3M | -5.0% | -7.2% | +2.2% | -2.7% |
| 6M | +3.5% | +14.2% | -10.6% | -6.5% |
| YTD | -34.2% | +10.6% | -44.8% | -39.5% |
| 1Y | -27.1% | +25.9% | -53.0% | -37.7% |
| 3Y | -43.5% | +50.8% | -94.2% | -57.9% |
| 5Y | -92.9% | +47.0% | -139.9% | -94.7% |
| All | -78.3% | +225.8% | -304.1% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling