-77.5%
SNAP vs RRX
+139.9%
-217.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.8% |
| 7D | -3.2% | -3.7% | +0.6% | -1.5% |
| 30D | +0.2% | -9.3% | +9.5% | +4.5% |
| 3M | +2.6% | -21.8% | +24.4% | +12.6% |
| 6M | +12.4% | -22.0% | +34.4% | +20.8% |
| YTD | -31.6% | +11.9% | -43.5% | -40.9% |
| 1Y | -21.7% | +11.6% | -33.3% | -32.9% |
| 3Y | -41.2% | +2.2% | -43.4% | -50.2% |
| 5Y | -92.6% | +14.9% | -107.5% | -94.2% |
| All | -77.5% | +139.9% | -217.3% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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