-47.7%
SNAP vs ROP
-16.7%
-31.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.5% | -1.8% |
| 7D | +0.7% | -4.4% | +5.2% | +3.7% |
| 30D | +2.6% | +3.2% | -0.6% | +0.6% |
| 3M | -9.9% | +23.1% | -32.9% | -21.9% |
| 6M | +1.9% | +13.3% | -11.4% | -6.7% |
| YTD | -32.2% | -7.9% | -24.4% | -28.3% |
| 1Y | -22.8% | -22.1% | -0.8% | -7.8% |
| All | -47.7% | -16.7% | -31.0% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling