-42.2%
SNAP vs ROK
+48.7%
-90.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | +1.5% | +2.8% | -1.3% | +0.2% |
| 30D | +1.9% | -2.4% | +4.3% | +2.9% |
| 3M | -3.9% | -4.7% | +0.8% | -3.5% |
| 6M | +5.2% | +16.8% | -11.5% | -6.3% |
| YTD | -32.7% | +11.4% | -44.1% | -38.4% |
| 1Y | -24.8% | +26.2% | -51.0% | -35.6% |
| 3Y | -42.2% | +51.9% | -94.0% | -56.1% |
| All | -42.2% | +48.7% | -90.8% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling