-77.7%
SNAP vs ROK
+231.7%
-309.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.7% |
| 7D | +0.7% | +0.7% | +0.1% | +0.4% |
| 30D | +2.6% | -3.3% | +5.9% | +4.4% |
| 3M | -9.9% | -5.9% | -4.0% | -8.4% |
| 6M | +1.9% | +13.9% | -12.0% | -7.8% |
| YTD | -32.2% | +12.6% | -44.8% | -38.3% |
| 1Y | -22.8% | +28.6% | -51.4% | -34.9% |
| 3Y | -47.6% | +45.1% | -92.7% | -60.2% |
| 5Y | -92.7% | +45.6% | -138.3% | -94.6% |
| All | -77.7% | +231.7% | -309.4% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling