-53.5%
SNAP vs RSG
+66.5%
-119.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.0% | +2.5% | +3.6% | +6.7% |
| 30D | -13.8% | +12.7% | -26.5% | -11.1% |
| 3M | -0.8% | +17.9% | -18.7% | +3.6% |
| 6M | -6.2% | +25.0% | -31.2% | -0.3% |
| YTD | -34.8% | +20.8% | -55.6% | -31.0% |
| 1Y | -38.7% | +24.3% | -63.0% | -34.6% |
| 3Y | -53.5% | +65.3% | -118.7% | -46.9% |
| All | -53.5% | +66.5% | -119.9% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling