-55.1%
SNAP vs RPRX
+166.4%
-221.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.1% |
| 7D | -7.3% | +3.4% | -10.7% | -8.3% |
| 30D | -18.9% | +20.8% | -39.7% | -24.1% |
| 3M | -5.3% | +21.6% | -26.9% | -11.8% |
| 6M | -16.9% | +36.5% | -53.5% | -26.7% |
| YTD | -37.4% | +80.4% | -117.8% | -51.0% |
| 1Y | -38.5% | +81.8% | -120.3% | -52.1% |
| 3Y | -55.1% | +170.9% | -225.9% | -70.5% |
| All | -55.1% | +166.4% | -221.5% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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