+63.9%
SMR vs SNAP
-42.1%
+106.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | +4.4% | +0.7% | +3.7% | +4.0% |
| 30D | +3.4% | +2.6% | +0.8% | +2.1% |
| 3M | -19.2% | -9.9% | -9.3% | -16.4% |
| 6M | -22.6% | +1.9% | -24.5% | -24.4% |
| YTD | -31.5% | -32.2% | +0.7% | -21.8% |
| 1Y | -73.1% | -22.8% | -50.2% | -71.0% |
| All | +63.9% | -42.1% | +106.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling