-53.8%
SNAP vs RRX
+68.3%
-122.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | +2.6% | +12.6% | -10.1% | -1.9% |
| 30D | -19.6% | +10.6% | -30.1% | -22.6% |
| 3M | +0.4% | +4.6% | -4.3% | -1.8% |
| 6M | -5.9% | -13.6% | +7.7% | -3.0% |
| YTD | -35.3% | +29.4% | -64.7% | -47.2% |
| 1Y | -42.6% | +31.9% | -74.5% | -53.8% |
| All | -53.8% | +68.3% | -122.1% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling