-38.1%
SNAP vs ROP
+8.2%
-46.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -1.2% |
| 7D | -7.1% | +2.1% | -9.3% | -7.9% |
| 30D | -14.6% | +32.9% | -47.5% | -25.9% |
| 3M | -5.0% | +20.0% | -25.0% | -13.1% |
| 6M | -18.8% | +36.4% | -55.2% | -30.8% |
| YTD | -38.5% | +7.8% | -46.4% | -38.0% |
| 1Y | -38.1% | +8.0% | -46.1% | -37.8% |
| All | -38.1% | +8.2% | -46.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling