-79.4%
SNAP vs ROK
+197.7%
-277.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | -0.2% |
| 7D | -7.3% | -11.5% | +4.2% | -0.6% |
| 30D | -18.9% | -10.0% | -8.9% | -14.0% |
| 3M | -5.3% | -11.4% | +6.2% | +1.1% |
| 6M | -16.9% | -13.7% | -3.3% | -11.7% |
| YTD | -37.4% | +1.0% | -38.5% | -39.6% |
| 1Y | -38.5% | +5.6% | -44.1% | -42.1% |
| 3Y | -55.1% | +59.1% | -114.2% | -67.7% |
| 5Y | -90.8% | +26.1% | -116.9% | -92.6% |
| All | -79.4% | +197.7% | -277.1% | -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 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