-78.7%
SNAP vs RRX
+177.3%
-256.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.7% |
| 7D | +2.6% | +12.6% | -10.1% | -3.1% |
| 30D | -19.6% | +10.6% | -30.1% | -23.6% |
| 3M | +0.4% | +4.6% | -4.3% | -2.7% |
| 6M | -5.9% | -13.6% | +7.7% | -2.7% |
| YTD | -35.3% | +29.4% | -64.7% | -48.1% |
| 1Y | -42.6% | +31.9% | -74.5% | -54.7% |
| 3Y | -53.9% | +68.3% | -122.1% | -69.7% |
| 5Y | -90.3% | +13.2% | -103.5% | -92.3% |
| All | -78.7% | +177.3% | -256.0% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling