-90.5%
SNAP vs ROP
+1.9%
-92.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | -13.8% | +28.8% | -42.6% | -28.0% |
| 3M | -0.8% | +21.1% | -21.8% | -13.6% |
| 6M | -6.2% | +52.5% | -58.8% | -32.0% |
| YTD | -34.8% | +8.9% | -43.7% | -39.1% |
| 1Y | -38.7% | +8.2% | -46.9% | -42.4% |
| 3Y | -53.5% | -5.2% | -48.3% | -52.3% |
| All | -90.5% | +1.9% | -92.4% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling