-49.5%
SMR vs SNAP
-87.5%
+38.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.6% | +18.8% | +16.9% |
| 7D | -9.6% | -7.1% | -2.5% | -7.9% |
| 30D | -33.8% | -14.6% | -19.1% | -31.3% |
| 3M | -46.4% | -5.0% | -41.4% | -45.9% |
| 6M | -62.4% | -18.8% | -43.6% | -60.9% |
| YTD | -64.1% | -38.5% | -25.6% | -60.6% |
| 1Y | -84.3% | -38.1% | -46.3% | -82.8% |
| 3Y | +55.8% | -53.8% | +109.6% | +76.8% |
| All | -49.5% | -87.5% | +38.0% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling