-91.0%
SNAP vs ROL
+13.1%
-104.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | -7.1% | +9.5% | -16.6% | -10.0% |
| 30D | -14.6% | +22.9% | -37.6% | -20.6% |
| 3M | -5.0% | +3.5% | -8.5% | -6.4% |
| 6M | -18.8% | -29.4% | +10.6% | -8.4% |
| YTD | -38.5% | -36.1% | -2.5% | -28.5% |
| 1Y | -38.1% | -34.4% | -3.7% | -28.8% |
| 3Y | -53.8% | +4.0% | -57.8% | -59.5% |
| All | -91.0% | +13.1% | -104.1% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling