-53.8%
SNAP vs ROL
+3.8%
-57.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -7.1% | +9.5% | -16.6% | -8.4% |
| 30D | -14.6% | +22.9% | -37.6% | -17.2% |
| 3M | -5.0% | +3.5% | -8.5% | -5.6% |
| 6M | -18.8% | -29.4% | +10.6% | -14.8% |
| YTD | -38.5% | -36.1% | -2.5% | -34.8% |
| 1Y | -38.1% | -34.4% | -3.7% | -34.5% |
| 3Y | -53.8% | +4.0% | -57.8% | -62.3% |
| All | -53.8% | +3.8% | -57.6% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling