-92.9%
SNAP vs RRX
+16.5%
-109.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | -0.7% | -8.0% | +7.2% | +2.9% |
| 3M | -5.0% | -25.1% | +20.0% | +6.5% |
| 6M | +3.5% | -18.3% | +21.8% | +8.4% |
| YTD | -34.2% | +14.2% | -48.4% | -44.8% |
| 1Y | -27.1% | +13.0% | -40.1% | -39.1% |
| 3Y | -43.5% | +4.2% | -47.6% | -53.5% |
| 5Y | -92.9% | +17.9% | -110.8% | -94.7% |
| All | -92.9% | +16.5% | -109.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling