+55.8%
SMR vs SNAP
-53.8%
+109.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.6% | +18.8% | +17.3% |
| 7D | -9.6% | -7.1% | -2.5% | -6.9% |
| 30D | -33.8% | -14.6% | -19.1% | -29.8% |
| 3M | -46.4% | -5.0% | -41.4% | -45.9% |
| 6M | -62.4% | -18.8% | -43.6% | -60.1% |
| YTD | -64.1% | -38.5% | -25.6% | -57.8% |
| 1Y | -84.3% | -38.1% | -46.3% | -81.6% |
| 3Y | +55.8% | -53.8% | +109.6% | +41.1% |
| All | +55.8% | -53.8% | +109.6% | +41.1% |
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