-79.6%
SNAP vs ROP
+136.7%
-216.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -10.6% | +0.2% | -10.7% | -10.6% |
| 30D | -19.7% | +30.3% | -50.1% | -31.5% |
| 3M | -6.5% | +17.8% | -24.3% | -15.5% |
| 6M | -17.8% | +38.9% | -56.7% | -33.1% |
| YTD | -38.0% | +7.6% | -45.7% | -41.6% |
| 1Y | -42.5% | +6.5% | -49.0% | -45.4% |
| 3Y | -55.8% | -6.3% | -49.6% | -54.9% |
| 5Y | -90.5% | +0.9% | -91.5% | -90.9% |
| All | -79.6% | +136.7% | -216.3% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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