-55.8%
SNAP vs ROL
+5.4%
-61.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -10.6% | +3.4% | -14.0% | -11.0% |
| 30D | -19.7% | +20.8% | -40.5% | -22.0% |
| 3M | -6.5% | +3.7% | -10.3% | -7.2% |
| 6M | -17.8% | -27.7% | +9.9% | -14.0% |
| YTD | -38.0% | -34.9% | -3.1% | -34.5% |
| 1Y | -42.5% | -33.3% | -9.2% | -39.4% |
| 3Y | -55.8% | +4.3% | -60.2% | -64.5% |
| All | -55.8% | +5.4% | -61.3% | -64.5% |
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