-78.2%
SNAP vs ROL
+165.7%
-243.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | +0.8% | -10.6% | -10.1% |
| 30D | -18.2% | +20.6% | -38.8% | -24.0% |
| 3M | -3.1% | +4.5% | -7.6% | -5.2% |
| 6M | -7.1% | -26.5% | +19.4% | +4.0% |
| YTD | -33.8% | -34.8% | +1.0% | -22.7% |
| 1Y | -39.0% | -33.2% | -5.9% | -29.6% |
| 3Y | -52.8% | +4.5% | -57.3% | -56.7% |
| 5Y | -90.0% | +15.5% | -105.5% | -91.4% |
| All | -78.2% | +165.7% | -243.9% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling