-78.2%
SNAP vs RRC
+100.0%
-178.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | -9.8% | -0.5% | -9.3% | -9.7% |
| 30D | -18.2% | +25.2% | -43.4% | -21.1% |
| 3M | -3.1% | +27.8% | -30.9% | -6.9% |
| 6M | -7.1% | +27.2% | -34.3% | -10.9% |
| YTD | -33.8% | +48.2% | -82.0% | -38.3% |
| 1Y | -39.0% | +34.7% | -73.7% | -42.3% |
| 3Y | -52.8% | +62.2% | -115.1% | -56.9% |
| 5Y | -90.0% | +130.9% | -220.9% | -91.3% |
| All | -78.2% | +100.0% | -178.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling