-22.1%
SNAP vs RSG
-1.5%
-20.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +3.2% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.2% | +4.0% | +5.3% | +10.9% |
| 3M | +6.6% | +7.4% | -0.8% | +10.1% |
| 6M | +16.9% | +0.1% | +16.8% | +17.7% |
| YTD | -29.6% | +6.0% | -35.6% | -26.2% |
| 1Y | -22.1% | -3.0% | -19.1% | -21.2% |
| All | -22.1% | -1.5% | -20.6% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling