-39.0%
SNAP vs ROP
+7.5%
-46.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -9.8% | -2.9% | -6.8% | -8.5% |
| 30D | -18.2% | +30.1% | -48.3% | -28.2% |
| 3M | -3.1% | +19.9% | -23.0% | -11.2% |
| 6M | -7.1% | +46.0% | -53.1% | -24.2% |
| YTD | -33.8% | +8.4% | -42.2% | -34.0% |
| 1Y | -39.0% | +8.8% | -47.8% | -39.7% |
| All | -39.0% | +7.5% | -46.5% | -39.7% |
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