-77.7%
SNAP vs RSG
+317.0%
-394.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -3.8% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +2.6% | +7.6% | -5.0% | +0.9% |
| 3M | -9.9% | +7.4% | -17.3% | -11.6% |
| 6M | +1.9% | -3.3% | +5.1% | +2.5% |
| YTD | -32.2% | +6.0% | -38.2% | -33.6% |
| 1Y | -22.8% | -3.7% | -19.2% | -22.4% |
| 3Y | -47.6% | +59.1% | -106.7% | -56.8% |
| 5Y | -92.7% | +89.0% | -181.7% | -94.5% |
| All | -77.7% | +317.0% | -394.6% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling