-79.6%
SNAP vs RVTY
+196.6%
-276.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -10.6% | -2.7% | -7.9% | -9.0% |
| 30D | -19.7% | +3.2% | -23.0% | -21.2% |
| 3M | -6.5% | +37.2% | -43.7% | -23.0% |
| 6M | -17.8% | +57.7% | -75.5% | -38.7% |
| YTD | -38.0% | +64.8% | -102.9% | -55.4% |
| 1Y | -42.5% | +72.8% | -115.3% | -60.0% |
| 3Y | -55.8% | +89.8% | -145.6% | -72.0% |
| 5Y | -90.5% | -8.4% | -82.1% | -90.7% |
| All | -79.6% | +196.6% | -276.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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