-79.7%
SNAP vs ROK
+187.4%
-267.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.8% |
| 7D | -7.1% | -13.8% | +6.7% | +1.1% |
| 30D | -14.6% | -14.9% | +0.3% | -6.6% |
| 3M | -5.0% | -14.7% | +9.7% | +3.5% |
| 6M | -18.8% | -17.7% | -1.2% | -11.4% |
| YTD | -38.5% | -2.5% | -36.1% | -39.5% |
| 1Y | -38.1% | +2.3% | -40.3% | -40.7% |
| 3Y | -53.8% | +52.7% | -106.5% | -66.0% |
| 5Y | -90.7% | +20.5% | -111.2% | -92.3% |
| All | -79.7% | +187.4% | -267.1% | -89.1% |
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 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