-68.9%
SNAP vs RVMD
+644.5%
-713.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +2.6% | +6.4% | -3.8% | +0.6% |
| 3M | -9.9% | +34.9% | -44.8% | -17.5% |
| 6M | +1.9% | +107.6% | -105.7% | -18.9% |
| YTD | -32.2% | +163.7% | -195.9% | -50.9% |
| 1Y | -22.8% | +439.2% | -462.1% | -55.1% |
| 3Y | -47.6% | +499.2% | -546.8% | -72.3% |
| 5Y | -92.7% | +621.7% | -714.4% | -96.7% |
| All | -68.9% | +644.5% | -713.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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