-22.8%
SNAP vs ROL
-35.4%
+12.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.1% |
| 7D | +0.7% | -1.4% | +2.2% | +0.9% |
| 30D | +2.6% | -4.1% | +6.7% | +3.0% |
| 3M | -9.9% | -22.5% | +12.6% | -7.9% |
| 6M | +1.9% | -37.7% | +39.5% | +3.6% |
| YTD | -32.2% | -39.6% | +7.4% | -30.3% |
| 1Y | -22.8% | -36.0% | +13.2% | -18.9% |
| All | -22.8% | -35.4% | +12.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling