-76.8%
SNAP vs RSG
+317.0%
-393.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.2% | +4.0% | +5.3% | +8.2% |
| 3M | +6.6% | +7.4% | -0.8% | +4.6% |
| 6M | +16.9% | +0.1% | +16.8% | +16.4% |
| YTD | -29.6% | +6.0% | -35.6% | -31.0% |
| 1Y | -22.1% | -3.0% | -19.1% | -21.8% |
| 3Y | -39.8% | +56.5% | -96.3% | -50.1% |
| 5Y | -92.4% | +90.9% | -183.3% | -94.3% |
| All | -76.8% | +317.0% | -393.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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