-77.7%
SNAP vs ROL
+146.4%
-224.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.2% |
| 7D | +0.7% | -1.4% | +2.2% | +1.3% |
| 30D | +2.6% | -4.1% | +6.7% | +4.2% |
| 3M | -9.9% | -22.5% | +12.6% | -0.8% |
| 6M | +1.9% | -37.7% | +39.5% | +22.1% |
| YTD | -32.2% | -39.6% | +7.4% | -18.2% |
| 1Y | -22.8% | -36.0% | +13.2% | -9.7% |
| 3Y | -47.6% | -5.1% | -42.5% | -50.1% |
| 5Y | -92.7% | -3.4% | -89.3% | -93.3% |
| All | -77.7% | +146.4% | -224.0% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling