-52.7%
SNAP vs ROP
-5.5%
-47.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | -9.8% | -2.9% | -6.8% | -8.3% |
| 30D | -18.2% | +30.1% | -48.3% | -30.1% |
| 3M | -3.1% | +19.9% | -23.0% | -13.1% |
| 6M | -7.1% | +46.0% | -53.1% | -27.2% |
| YTD | -33.8% | +8.4% | -42.2% | -36.7% |
| 1Y | -39.0% | +8.8% | -47.8% | -41.8% |
| All | -52.7% | -5.5% | -47.2% | -53.3% |
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