-52.1%
SMR vs SNAP
-86.9%
+34.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -7.3% |
| 7D | +10.3% | +2.6% | +7.7% | +9.5% |
| 30D | -25.7% | -19.6% | -6.2% | -21.8% |
| 3M | -49.7% | +0.4% | -50.1% | -50.0% |
| 6M | -59.8% | -5.9% | -53.9% | -59.7% |
| YTD | -66.0% | -35.3% | -30.7% | -63.1% |
| 1Y | -81.4% | -42.6% | -38.9% | -79.3% |
| 3Y | +130.6% | -53.9% | +184.5% | +159.6% |
| All | -52.1% | -86.9% | +34.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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