-79.4%
SNAP vs RRC
+88.4%
-167.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -7.3% | -10.3% | +3.0% | -5.8% |
| 30D | -18.9% | +19.5% | -38.4% | -21.3% |
| 3M | -5.3% | +27.9% | -33.2% | -9.0% |
| 6M | -16.9% | +21.2% | -38.1% | -19.7% |
| YTD | -37.4% | +39.6% | -77.0% | -41.1% |
| 1Y | -38.5% | +31.3% | -69.8% | -41.6% |
| 3Y | -55.1% | +51.9% | -107.0% | -58.5% |
| 5Y | -90.8% | +110.2% | -200.9% | -91.9% |
| All | -79.4% | +88.4% | -167.8% | -83.4% |
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