-20.7%
SNAP vs ROL
-34.1%
+13.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +5.4% |
| 7D | -0.7% | +14.6% | -15.2% | -2.7% |
| 30D | +5.5% | +29.3% | -23.7% | +1.6% |
| 3M | +2.2% | +2.0% | +0.2% | +1.9% |
| 6M | -4.1% | -28.5% | +24.5% | -0.2% |
| YTD | -26.6% | -35.3% | +8.7% | -22.1% |
| 1Y | -20.7% | -34.7% | +13.9% | -14.4% |
| All | -20.7% | -34.1% | +13.4% | -14.4% |
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